+17.6%
IP vs VTRS
-30.6%
+48.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | -0.3% | +4.6% | -4.9% | -1.7% |
| 30D | +7.9% | +19.4% | -11.4% | +2.0% |
| 3M | -15.3% | +30.8% | -46.1% | -22.4% |
| 6M | +10.5% | +21.6% | -11.1% | +3.6% |
| YTD | -9.4% | +71.2% | -80.6% | -24.0% |
| 1Y | -4.6% | +97.6% | -102.2% | -23.5% |
| 3Y | +21.2% | +163.9% | -142.6% | -14.3% |
| 5Y | -13.3% | +82.1% | -95.4% | -32.9% |
| All | +17.6% | -30.6% | +48.2% | +6.6% |
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