+279.0%
IMMX vs VT
+66.2%
+212.8%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.2% | +0.4% | -0.7% | -0.8% |
| 30D | +45.8% | +1.0% | +44.8% | +43.9% |
| 3M | +65.2% | +2.4% | +62.8% | +60.2% |
| 6M | +62.5% | +12.0% | +50.5% | +41.3% |
| YTD | +166.0% | +15.3% | +150.6% | +123.2% |
| 1Y | +535.2% | +22.6% | +512.6% | +397.9% |
| 3Y | +507.4% | +74.7% | +432.8% | +224.0% |
| All | +279.0% | +66.2% | +212.8% | +221.7% |
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