+153.1%
IWM vs VRTX
+515.3%
-362.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | +0.8% |
| 7D | -2.0% | -2.1% | +0.1% | -1.5% |
| 30D | -1.5% | +8.2% | -9.6% | -3.5% |
| 3M | -8.0% | +13.0% | -21.0% | -11.0% |
| 6M | -4.1% | +27.9% | -32.0% | -10.3% |
| YTD | +11.9% | +20.7% | -8.7% | +5.8% |
| 1Y | +15.0% | +31.4% | -16.4% | +6.3% |
| 3Y | +64.2% | +41.8% | +22.4% | +45.2% |
| 5Y | +20.4% | +183.7% | -163.3% | -12.5% |
| All | +153.1% | +515.3% | -362.2% | +70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling