+2.3%
IP vs VTRS
+90.6%
-88.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.8% |
| 7D | +3.4% | +2.4% | +1.0% | +2.3% |
| 30D | +11.2% | +9.1% | +2.2% | +7.1% |
| 3M | -14.8% | +9.4% | -24.2% | -18.2% |
| 6M | +17.3% | +28.3% | -11.0% | +4.9% |
| YTD | -6.2% | +58.0% | -64.2% | -21.9% |
| 1Y | +2.3% | +89.7% | -87.4% | -18.4% |
| All | +2.3% | +90.6% | -88.3% | -18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling