+18.0%
IEFA vs VRTX
+32.7%
-14.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -1.6% | -5.6% | +4.1% | -0.7% |
| 30D | -1.5% | -2.0% | +0.5% | -1.2% |
| 3M | +3.4% | +15.8% | -12.4% | +0.6% |
| 6M | +9.5% | +4.7% | +4.8% | +8.0% |
| YTD | +13.0% | +13.7% | -0.6% | +10.2% |
| 1Y | +18.0% | +29.7% | -11.7% | +13.0% |
| All | +18.0% | +32.7% | -14.7% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling