+189.7%
VRTX vs IAG
+427.4%
-237.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.1% | +4.3% | -0.5% |
| 7D | 0.0% | -2.1% | +2.1% | +0.1% |
| 30D | +11.8% | -6.2% | +18.0% | +12.0% |
| 3M | +3.2% | -5.1% | +8.4% | +3.3% |
| 6M | +21.0% | -10.0% | +31.0% | +21.1% |
| YTD | +19.7% | +3.9% | +15.7% | +18.9% |
| 1Y | +25.0% | +18.9% | +6.1% | +23.6% |
| 3Y | +45.2% | +651.8% | -606.5% | +30.3% |
| 5Y | +189.7% | +416.3% | -226.5% | +157.7% |
| All | +189.7% | +427.4% | -237.7% | +157.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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