+990.2%
IBKR vs VTRS
-48.4%
+1,038.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | -1.3% | -2.2% | +0.8% | -0.7% |
| 30D | -0.2% | +3.3% | -3.5% | -1.1% |
| 3M | +3.0% | +2.0% | +1.0% | +2.1% |
| 6M | +33.9% | +19.9% | +13.9% | +26.6% |
| YTD | +42.5% | +35.7% | +6.8% | +30.0% |
| 1Y | +44.9% | +68.1% | -23.2% | +24.4% |
| 3Y | +293.0% | +87.1% | +205.9% | +217.0% |
| 5Y | +497.7% | +47.6% | +450.0% | +401.7% |
| All | +990.2% | -48.4% | +1,038.6% | +1,002.1% |
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