+107.5%
VTRS vs IRE
-98.1%
+205.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -14.4% | +15.1% | +0.9% |
| 7D | +4.6% | -31.8% | +36.4% | +5.1% |
| 30D | +19.4% | -71.8% | +91.1% | +20.5% |
| 3M | +30.8% | -88.9% | +119.7% | +33.1% |
| 6M | +21.6% | -95.4% | +117.0% | +24.9% |
| YTD | +71.2% | -94.2% | +165.4% | +69.8% |
| 1Y | +97.6% | -97.1% | +194.7% | +99.3% |
| All | +107.5% | -98.1% | +205.6% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling