+1,410.3%
IBKR vs VRTX
+1,589.8%
-179.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | +1.3% | -6.4% | +7.7% | +2.5% |
| 30D | -0.3% | -0.5% | +0.2% | -0.3% |
| 3M | +4.7% | +16.9% | -12.2% | +1.5% |
| 6M | +34.0% | +13.1% | +21.0% | +30.6% |
| YTD | +40.8% | +14.9% | +25.9% | +36.7% |
| 1Y | +45.7% | +31.4% | +14.3% | +37.8% |
| 3Y | +288.4% | +51.9% | +236.4% | +251.1% |
| 5Y | +487.2% | +177.1% | +310.1% | +369.2% |
| 10Y | +991.2% | +456.3% | +534.9% | +648.4% |
| All | +1,410.3% | +1,589.8% | -179.4% | +519.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 VRTX 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