+5.8%
IMMR vs VT
+345.0%
-339.2%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.1% | -2.8% | -2.3% |
| 7D | -8.6% | -4.2% | -4.5% | -4.1% |
| 30D | -6.0% | -5.8% | -0.2% | +0.6% |
| 3M | -12.1% | -5.2% | -6.9% | -6.5% |
| 6M | +7.4% | +0.1% | +7.2% | +7.4% |
| YTD | +2.6% | +8.2% | -5.6% | -5.8% |
| 1Y | +1.4% | +10.1% | -8.7% | -8.4% |
| 3Y | +10.1% | +69.7% | -59.6% | -37.9% |
| 5Y | +8.0% | +53.4% | -45.4% | -31.5% |
| 10Y | -7.6% | +219.2% | -226.8% | -73.7% |
| All | +5.8% | +345.0% | -339.2% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling