+38.2%
IWM vs VTRS
+40.7%
-2.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -2.5% | -3.3% | +0.8% | -1.6% |
| 30D | -4.4% | +1.4% | -5.8% | -4.8% |
| 3M | +2.2% | +4.6% | -2.4% | +0.5% |
| 6M | +14.0% | +18.1% | -4.0% | +7.6% |
| YTD | +17.4% | +34.7% | -17.3% | +6.0% |
| 1Y | +22.9% | +65.6% | -42.7% | +3.7% |
| 3Y | +62.1% | +83.8% | -21.7% | +27.4% |
| 5Y | +38.2% | +46.5% | -8.3% | +7.6% |
| All | +38.2% | +40.7% | -2.5% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling