+3,289.9%
VRTX vs IAG
+377.5%
+2,912.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -2.0% |
| 7D | +0.8% | -0.5% | +1.4% | +0.8% |
| 30D | +12.6% | +28.9% | -16.2% | +10.7% |
| 3M | +23.6% | +19.1% | +4.5% | +21.9% |
| 6M | +14.3% | -10.3% | +24.5% | +14.4% |
| YTD | +20.5% | +24.2% | -3.7% | +17.9% |
| 1Y | +37.6% | +116.5% | -78.9% | +29.6% |
| 3Y | +55.5% | +742.8% | -687.3% | +31.4% |
| 5Y | +175.7% | +753.3% | -577.6% | +127.2% |
| 10Y | +474.2% | +403.2% | +71.0% | +367.0% |
| All | +3,289.9% | +377.5% | +2,912.5% | +2,211.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling