-79.2%
IMRX vs VT
+65.6%
-144.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -4.3% |
| 7D | +4.6% | +0.4% | +4.2% | +4.4% |
| 30D | -7.4% | -2.6% | -4.8% | -3.6% |
| 3M | -19.1% | -3.2% | -15.8% | -15.0% |
| 6M | -30.1% | +0.9% | -31.0% | -30.9% |
| YTD | -44.5% | +11.3% | -55.8% | -52.3% |
| 1Y | -47.0% | +14.0% | -61.0% | -56.0% |
| 3Y | -29.8% | +75.8% | -105.6% | -67.3% |
| 5Y | -87.8% | +57.8% | -145.6% | -91.5% |
| All | -79.2% | +65.6% | -144.9% | -86.5% |
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