+166.4%
IWM vs VTRS
-48.4%
+214.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -2.4% | -2.2% | -0.2% | -1.8% |
| 30D | -4.6% | +3.3% | -7.9% | -5.5% |
| 3M | -0.3% | +2.0% | -2.3% | -1.2% |
| 6M | +14.7% | +19.9% | -5.2% | +8.2% |
| YTD | +17.8% | +35.7% | -17.9% | +6.8% |
| 1Y | +21.2% | +68.1% | -46.9% | +2.9% |
| 3Y | +62.3% | +87.1% | -24.7% | +30.3% |
| 5Y | +38.7% | +47.6% | -8.9% | +15.7% |
| All | +166.4% | -48.4% | +214.7% | +159.4% |
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 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