+64.5%
VTRS vs IRE
-85.1%
+149.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | -2.2% | -4.5% | +2.3% | -2.1% |
| 30D | +3.3% | -7.8% | +11.2% | +3.2% |
| 3M | +2.0% | -60.0% | +62.0% | +3.2% |
| 6M | +19.9% | -48.3% | +68.2% | +18.7% |
| YTD | +35.7% | -54.5% | +90.2% | +32.2% |
| All | +64.5% | -85.1% | +149.7% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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