+127.5%
IMMX vs VT
+59.6%
+67.9%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.0% |
| 7D | +8.3% | -0.1% | +8.4% | +9.0% |
| 30D | -11.7% | -3.1% | -8.7% | -7.6% |
| 3M | -17.6% | -3.5% | -14.1% | -13.3% |
| 6M | -14.4% | +0.5% | -14.8% | -14.6% |
| YTD | +59.7% | +10.8% | +48.9% | +41.8% |
| 1Y | +157.7% | +11.9% | +145.8% | +126.8% |
| 3Y | +99.3% | +73.0% | +26.3% | +9.4% |
| All | +127.5% | +59.6% | +67.9% | +104.4% |
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