+5.7%
IP vs VTRS
+28.3%
-22.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.1% | -1.2% |
| 7D | -5.1% | +4.6% | -9.6% | -6.8% |
| 30D | +8.5% | +13.8% | -5.3% | +2.7% |
| 3M | -13.8% | +23.1% | -37.0% | -21.2% |
| 6M | +5.7% | +26.7% | -20.9% | -4.2% |
| All | +5.7% | +28.3% | -22.6% | -4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling