+184.6%
VRTX vs IAU
+120.1%
+64.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.0% |
| 7D | -2.1% | +4.7% | -6.9% | -2.7% |
| 30D | +8.2% | -0.9% | +9.1% | +8.3% |
| 3M | +13.0% | -4.4% | +17.4% | +13.7% |
| 6M | +27.9% | -13.5% | +41.4% | +30.2% |
| YTD | +20.7% | -5.9% | +26.6% | +22.4% |
| 1Y | +31.4% | +1.9% | +29.6% | +32.4% |
| 3Y | +41.8% | +104.1% | -62.2% | +29.1% |
| All | +184.6% | +120.1% | +64.5% | +158.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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