-79.0%
IMSR vs VT
+15.2%
-94.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -6.6% |
| 7D | -14.3% | -0.3% | -14.0% | -13.3% |
| 30D | -23.5% | -1.4% | -22.0% | -18.0% |
| 3M | -46.8% | -1.4% | -45.4% | -42.6% |
| 6M | -60.4% | +5.5% | -65.8% | -65.6% |
| YTD | -53.0% | +12.8% | -65.9% | -66.5% |
| 1Y | -79.0% | +15.4% | -94.4% | -86.0% |
| All | -79.0% | +15.2% | -94.2% | -86.0% |
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