+20.0%
IWM vs VRTX
+183.5%
-163.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | +0.8% |
| 7D | -2.0% | -2.1% | +0.1% | -1.6% |
| 30D | -1.5% | +8.2% | -9.6% | -3.3% |
| 3M | -8.0% | +13.0% | -21.0% | -10.8% |
| 6M | -4.1% | +27.9% | -32.0% | -9.9% |
| YTD | +11.9% | +20.7% | -8.7% | +6.2% |
| 1Y | +15.0% | +31.4% | -16.4% | +6.8% |
| 3Y | +64.2% | +41.8% | +22.4% | +45.0% |
| All | +20.0% | +183.5% | -163.5% | -10.7% |
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