+13.9%
IMMR vs VT
+224.5%
-210.5%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +0.8% | +0.4% | +0.3% | +0.3% |
| 30D | +0.5% | +1.0% | -0.5% | -0.5% |
| 3M | +17.8% | +2.4% | +15.4% | +14.6% |
| 6M | +28.9% | +12.0% | +16.9% | +14.1% |
| YTD | +17.4% | +15.3% | +2.0% | +0.6% |
| 1Y | +13.9% | +22.6% | -8.6% | -8.2% |
| 3Y | +21.6% | +74.7% | -53.0% | -32.1% |
| 5Y | +15.1% | +66.1% | -51.0% | -31.6% |
| All | +13.9% | +224.5% | -210.5% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling