+323.5%
IP vs VTRS
+687.7%
-364.2%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.1% | -0.3% |
| 7D | -5.1% | +4.6% | -9.6% | -6.1% |
| 30D | +8.5% | +13.8% | -5.3% | +5.3% |
| 3M | -13.8% | +23.1% | -37.0% | -17.9% |
| 6M | +5.7% | +26.7% | -20.9% | 0.0% |
| YTD | -9.1% | +63.7% | -72.8% | -19.0% |
| 1Y | -0.8% | +103.9% | -104.7% | -15.9% |
| 3Y | +14.8% | +145.2% | -130.4% | -8.3% |
| 5Y | -11.5% | +79.0% | -90.5% | -25.4% |
| 10Y | +27.9% | -28.8% | +56.7% | +23.8% |
| All | +323.5% | +687.7% | -364.2% | +132.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling