+804.2%
IWM vs VTRS
+81.9%
+722.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | +1.4% | -0.1% | +1.5% | +1.4% |
| 30D | -2.3% | +1.9% | -4.1% | -2.8% |
| 3M | +4.0% | +5.1% | -1.1% | +2.1% |
| 6M | +17.9% | +20.1% | -2.1% | +11.1% |
| YTD | +20.2% | +36.6% | -16.4% | +8.6% |
| 1Y | +25.0% | +64.1% | -39.1% | +6.6% |
| 3Y | +66.0% | +86.4% | -20.4% | +33.4% |
| 5Y | +40.0% | +40.9% | -0.8% | +19.0% |
| 10Y | +166.9% | -48.7% | +215.6% | +177.0% |
| All | +804.2% | +81.9% | +722.3% | +476.3% |
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