+278.7%
IONQ vs VTRS
+40.2%
+238.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.1% | -5.5% |
| 7D | +1.3% | -3.5% | +4.8% | +3.0% |
| 30D | -10.3% | +2.1% | -12.4% | -11.2% |
| 3M | -32.7% | +2.6% | -35.3% | -34.0% |
| 6M | +6.3% | +17.8% | -11.4% | -3.3% |
| YTD | -15.0% | +35.7% | -50.7% | -29.5% |
| 1Y | -13.3% | +63.5% | -76.8% | -36.0% |
| 3Y | +97.2% | +85.1% | +12.1% | +32.7% |
| 5Y | +278.7% | +42.5% | +236.3% | +165.7% |
| All | +278.7% | +40.2% | +238.5% | +165.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling