+219.7%
IAU vs VTRS
-48.4%
+268.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | -2.0% | -2.2% | +0.2% | -2.0% |
| 30D | -1.5% | +3.3% | -4.8% | -1.6% |
| 3M | +3.3% | +2.0% | +1.3% | +3.2% |
| 6M | -16.2% | +19.9% | -36.2% | -16.5% |
| YTD | +0.7% | +35.7% | -35.1% | +0.3% |
| 1Y | +19.2% | +68.1% | -48.9% | +18.6% |
| 3Y | +124.4% | +87.1% | +37.3% | +123.3% |
| 5Y | +140.0% | +47.6% | +92.4% | +138.7% |
| All | +219.7% | -48.4% | +268.0% | +223.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 10y: compounded portfolio wealth divided by compounded VTRS 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…
10y analysis · Full analysis span regression · 6 months rolling