+119.9%
IMMX vs VT
+60.5%
+59.4%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.6% | -6.2% | -6.0% |
| 7D | +12.1% | +2.9% | +9.2% | +8.3% |
| 30D | -7.1% | -2.5% | -4.6% | -3.4% |
| 3M | -29.0% | -3.3% | -25.7% | -25.4% |
| 6M | -24.3% | +1.5% | -25.8% | -25.4% |
| YTD | +54.3% | +11.4% | +42.9% | +36.2% |
| 1Y | +116.9% | +11.9% | +105.0% | +90.9% |
| 3Y | +92.6% | +73.9% | +18.7% | +5.1% |
| All | +119.9% | +60.5% | +59.4% | +96.4% |
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