+741.9%
IWM vs VRTX
+1,640.2%
-898.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.0% |
| 3M | -8.0% | +13.0% | -21.0% | -10.3% |
| 6M | -4.1% | +27.9% | -32.0% | -8.8% |
| YTD | +11.9% | +20.7% | -8.7% | +7.3% |
| 1Y | +15.0% | +31.4% | -16.4% | +8.4% |
| 3Y | +64.2% | +41.8% | +22.4% | +50.3% |
| 5Y | +20.4% | +183.7% | -163.3% | -4.0% |
| 10Y | +168.0% | +592.9% | -424.9% | +75.8% |
| All | +741.9% | +1,640.2% | -898.3% | +218.8% |
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