-19.2%
IP vs VTRS
+64.4%
-83.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.4% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | -11.2% | +1.9% | -13.1% | -12.0% |
| 3M | +12.3% | +5.1% | +7.3% | +9.9% |
| 6M | -5.2% | +20.1% | -25.3% | -12.2% |
| YTD | -4.0% | +36.6% | -40.5% | -14.2% |
| 1Y | -19.2% | +64.1% | -83.3% | -30.9% |
| All | -19.2% | +64.4% | -83.6% | -30.9% |
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