+357.7%
IGV vs VTRS
-48.4%
+406.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -2.9% | -2.2% | -0.7% | -2.5% |
| 30D | -1.5% | +3.3% | -4.8% | -2.2% |
| 3M | +11.7% | +2.0% | +9.7% | +11.0% |
| 6M | +18.4% | +19.9% | -1.5% | +13.5% |
| YTD | -3.9% | +35.7% | -39.7% | -10.6% |
| 1Y | -9.7% | +68.1% | -77.8% | -20.0% |
| 3Y | +38.4% | +87.1% | -48.7% | +17.1% |
| 5Y | +21.6% | +47.6% | -26.1% | +5.6% |
| All | +357.7% | -48.4% | +406.1% | +350.4% |
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