-14.3%
IMMR vs VT
+223.7%
-238.0%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | -0.6% |
| 7D | -2.1% | +0.4% | -2.5% | -2.4% |
| 30D | -5.6% | -2.6% | -3.0% | -2.7% |
| 3M | -7.7% | -3.2% | -4.5% | -4.2% |
| 6M | +6.2% | +0.9% | +5.3% | +5.2% |
| YTD | +6.8% | +11.3% | -4.5% | -4.7% |
| 1Y | +5.8% | +14.0% | -8.2% | -7.7% |
| 3Y | +16.4% | +75.8% | -59.4% | -35.4% |
| 5Y | +13.6% | +57.8% | -44.2% | -28.8% |
| 10Y | -14.3% | +219.8% | -234.1% | -69.9% |
| All | -14.3% | +223.7% | -238.0% | -69.9% |
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