+68.2%
IVV vs VRTX
+183.5%
-115.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -2.7% | -2.1% | -0.6% | -2.3% |
| 30D | -5.4% | +8.2% | -13.6% | -6.9% |
| 3M | -4.1% | +13.0% | -17.1% | -6.6% |
| 6M | +0.7% | +27.9% | -27.2% | -4.6% |
| YTD | +8.7% | +20.7% | -11.9% | +3.9% |
| 1Y | +11.0% | +31.4% | -20.5% | +4.0% |
| 3Y | +75.4% | +41.8% | +33.6% | +56.7% |
| All | +68.2% | +183.5% | -115.3% | +25.9% |
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