-55.2%
IMSR vs VT
+23.3%
-78.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.5% |
| 7D | +1.0% | +0.4% | +0.5% | -0.8% |
| 30D | -3.7% | +1.0% | -4.7% | -6.4% |
| 3M | -41.0% | +2.4% | -43.4% | -44.2% |
| 6M | -27.1% | +12.0% | -39.1% | -46.3% |
| YTD | -15.7% | +15.3% | -31.0% | -42.2% |
| 1Y | -55.2% | +22.6% | -77.8% | -67.2% |
| All | -55.2% | +23.3% | -78.5% | -67.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling