+23.7%
IP vs VTRS
-33.8%
+57.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.7% |
| 7D | 0.0% | +10.2% | -10.2% | -3.1% |
| 30D | +9.4% | +18.2% | -8.8% | +3.6% |
| 3M | -14.1% | +29.0% | -43.1% | -20.9% |
| 6M | +9.2% | +23.2% | -14.1% | +1.9% |
| YTD | -7.5% | +71.4% | -79.0% | -22.5% |
| 1Y | -2.8% | +112.3% | -115.1% | -23.8% |
| 3Y | +21.2% | +157.1% | -135.8% | -13.6% |
| 5Y | -11.5% | +77.0% | -88.4% | -30.9% |
| 10Y | +23.7% | -31.8% | +55.5% | +12.4% |
| All | +23.7% | -33.8% | +57.5% | +12.4% |
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