+356.7%
IP vs VTRS
+567.8%
-211.1%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.3% |
| 7D | -5.3% | +3.3% | -8.6% | -6.0% |
| 30D | -10.9% | -3.6% | -7.2% | -10.1% |
| 3M | +11.2% | +7.0% | +4.2% | +9.4% |
| 6M | -10.2% | +17.5% | -27.7% | -13.5% |
| YTD | -2.0% | +38.8% | -40.8% | -9.2% |
| 1Y | -19.1% | +69.2% | -88.3% | -28.5% |
| 3Y | +20.9% | +77.5% | -56.6% | +3.8% |
| 5Y | -17.8% | +39.9% | -57.7% | -26.8% |
| 10Y | +23.5% | -47.1% | +70.6% | +27.2% |
| All | +356.7% | +567.8% | -211.1% | +160.4% |
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