-46.6%
IMSR price history and return analytics
+38.6%
-85.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.6% | -5.5% | -5.1% |
| 7D | +4.5% | -0.1% | +4.7% | +4.7% |
| 30D | -2.4% | -0.7% | -1.7% | -0.9% |
| 3M | -25.7% | +4.0% | -29.7% | -28.8% |
| 6M | -20.8% | +12.3% | -33.1% | -28.4% |
| YTD | -12.9% | +14.0% | -27.0% | -20.8% |
| 1Y | -53.8% | +20.3% | -74.1% | -58.2% |
| All | -46.6% | +38.6% | -85.2% | -51.8% |
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