They're definitely not strictly immortal. We've seen plenty of Daleks get blown up. They're susceptible to diseases, and even (when outside their travel machines) to getting either too much or not enough radiation.
But are they "immortal, barring accidents"? Nobody's ever said so. But we've never heard of a Dalek dying of old age. And we've seen some very old Daleks—often driven insane by their damage and/or by millennia of solitude with no orders to follow, but still physically fine. It seems likely that, as long as their travel machines keep operating, they can live forever.
But can their travel machines operate forever? They seem to switch to a low-power "hibernation mode" when buried underneath the Earth or stuck in a dark room in the Asylum, but they're certainly capable of reviving from that when a new source of energy is available. We don't actually know whether that hibernation mode can last forever (maybe taking in a trickle of energy from their surroundings), or just millennia (maybe with very good batteries).