+48.3%
IEMG vs VRTX
+171.2%
-122.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -1.3% | -5.6% | +4.3% | -0.6% |
| 30D | +1.9% | -2.0% | +3.9% | +2.1% |
| 3M | +1.4% | +15.8% | -14.4% | -0.8% |
| 6M | +15.2% | +4.7% | +10.5% | +14.2% |
| YTD | +23.8% | +13.7% | +10.1% | +21.3% |
| 1Y | +30.7% | +29.7% | +0.9% | +25.6% |
| 3Y | +83.3% | +48.4% | +34.8% | +69.0% |
| All | +48.3% | +171.2% | -122.9% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling