+176.4%
VRTX vs IAG
+766.8%
-590.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.3% | -3.1% |
| 7D | -3.4% | +4.3% | -7.7% | -3.6% |
| 30D | +6.6% | +9.8% | -3.2% | +6.1% |
| 3M | +19.4% | +28.9% | -9.5% | +17.7% |
| 6M | +15.8% | -7.6% | +23.4% | +15.6% |
| YTD | +16.7% | +22.0% | -5.3% | +15.2% |
| 1Y | +33.8% | +99.5% | -65.7% | +29.6% |
| 3Y | +54.2% | +818.3% | -764.1% | +37.2% |
| 5Y | +176.4% | +785.9% | -609.5% | +138.8% |
| All | +176.4% | +766.8% | -590.4% | +138.8% |
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