-50.0%
VTRS vs IRM
+440.8%
-490.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.2% |
| 7D | -2.2% | -1.4% | -0.8% | -1.8% |
| 30D | +3.3% | -7.4% | +10.7% | +5.5% |
| 3M | +2.0% | -7.4% | +9.3% | +3.9% |
| 6M | +19.9% | +8.7% | +11.3% | +15.9% |
| YTD | +35.7% | +40.9% | -5.2% | +21.0% |
| 1Y | +68.1% | +20.5% | +47.6% | +56.3% |
| 3Y | +87.1% | +101.7% | -14.6% | +44.8% |
| 5Y | +47.6% | +197.7% | -150.0% | -0.4% |
| All | -50.0% | +440.8% | -490.8% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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