+64.4%
VTRS vs IRE
-84.0%
+148.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.8% | +6.1% | -0.6% |
| 7D | -3.5% | +29.0% | -32.5% | -3.8% |
| 30D | +2.1% | +24.2% | -22.1% | +1.6% |
| 3M | +2.6% | -53.2% | +55.8% | +3.5% |
| 6M | +17.8% | -36.0% | +53.8% | +16.1% |
| YTD | +35.7% | -51.0% | +86.7% | +32.0% |
| All | +64.4% | -84.0% | +148.4% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling