+738.6%
IVV vs VRTX
+1,482.9%
-744.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -2.7% | -2.1% | -0.6% | -2.4% |
| 30D | -5.4% | +8.2% | -13.6% | -6.5% |
| 3M | -4.1% | +13.0% | -17.1% | -6.0% |
| 6M | +0.7% | +27.9% | -27.2% | -3.2% |
| YTD | +8.7% | +20.7% | -11.9% | +5.2% |
| 1Y | +11.0% | +31.4% | -20.5% | +5.9% |
| 3Y | +75.4% | +41.8% | +33.6% | +63.4% |
| 5Y | +68.3% | +183.7% | -115.4% | +40.7% |
| 10Y | +315.5% | +592.9% | -277.3% | +201.3% |
| All | +738.6% | +1,482.9% | -744.3% | +300.9% |
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 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