+1,428.5%
IBKR vs VTRS
-6.6%
+1,435.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +1.9% |
| 7D | -1.3% | -2.2% | +0.8% | -0.7% |
| 30D | -0.2% | +3.3% | -3.5% | -1.3% |
| 3M | +3.0% | +2.0% | +1.0% | +1.9% |
| 6M | +33.9% | +19.9% | +13.9% | +25.5% |
| YTD | +42.5% | +35.7% | +6.8% | +28.1% |
| 1Y | +44.9% | +68.1% | -23.2% | +21.3% |
| 3Y | +293.0% | +87.1% | +205.9% | +207.0% |
| 5Y | +497.7% | +47.6% | +450.0% | +389.3% |
| 10Y | +1,004.4% | -48.2% | +1,052.6% | +1,052.9% |
| All | +1,428.5% | -6.6% | +1,435.2% | +604.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling