-78.1%
IMRX vs VT
+64.8%
-143.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +6.1% |
| 7D | +4.6% | -0.1% | +4.8% | +5.1% |
| 30D | -2.3% | -3.1% | +0.8% | +2.3% |
| 3M | -15.0% | -3.5% | -11.5% | -10.4% |
| 6M | -26.2% | +0.5% | -26.7% | -26.7% |
| YTD | -41.5% | +10.8% | -52.3% | -49.4% |
| 1Y | -44.3% | +11.9% | -56.2% | -52.5% |
| 3Y | -25.7% | +73.0% | -98.7% | -64.6% |
| 5Y | -86.9% | +58.6% | -145.5% | -91.1% |
| All | -78.1% | +64.8% | -143.0% | -85.7% |
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 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