-74.3%
IMSR vs VT
+31.5%
-105.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -4.1% | -6.6% | -3.4% |
| 7D | -25.8% | -4.2% | -21.6% | -19.5% |
| 30D | -34.7% | -5.8% | -28.9% | -26.8% |
| 3M | -52.1% | -5.2% | -46.8% | -46.3% |
| 6M | -64.3% | +0.1% | -64.5% | -62.0% |
| YTD | -58.0% | +8.2% | -66.3% | -57.6% |
| 1Y | -83.5% | +10.1% | -93.6% | -83.4% |
| All | -74.3% | +31.5% | -105.8% | -74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling