+145.6%
IEMG vs VRTX
+962.9%
-817.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.2% | +0.5% |
| 7D | +2.8% | -3.4% | +6.2% | +3.3% |
| 30D | +4.6% | +6.6% | -2.0% | +3.6% |
| 3M | +5.5% | +19.4% | -13.9% | +2.7% |
| 6M | +19.7% | +15.8% | +3.9% | +16.9% |
| YTD | +25.5% | +16.7% | +8.9% | +22.3% |
| 1Y | +35.5% | +33.8% | +1.7% | +29.4% |
| 3Y | +88.0% | +54.2% | +33.8% | +73.5% |
| 5Y | +50.6% | +176.4% | -125.8% | +26.7% |
| 10Y | +138.4% | +443.5% | -305.2% | +84.4% |
| All | +145.6% | +962.9% | -817.3% | +80.6% |
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