-100.0%
IMCC price history and return analytics
+148.1%
-248.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.0% |
| 7D | -15.5% | -0.1% | -15.3% | -14.9% |
| 30D | -61.3% | -3.1% | -58.2% | -60.0% |
| 3M | -84.3% | -3.5% | -80.8% | -83.7% |
| 6M | -91.6% | +0.5% | -92.1% | -91.5% |
| YTD | -98.5% | +10.8% | -109.3% | -98.6% |
| 1Y | -98.6% | +11.9% | -110.5% | -98.7% |
| 3Y | -99.3% | +73.0% | -172.2% | -99.5% |
| 5Y | -100.0% | +58.6% | -158.6% | -100.0% |
| All | -100.0% | +148.1% | -248.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling