+5,351.6%
VRTX vs IAU
+786.3%
+4,565.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.4% |
| 7D | +3.2% | +2.8% | +0.4% | +3.1% |
| 30D | +7.4% | -4.0% | +11.4% | +7.6% |
| 3M | +4.6% | -8.2% | +12.8% | +5.0% |
| 6M | +27.5% | -14.8% | +42.2% | +28.4% |
| YTD | +20.9% | -6.7% | +27.5% | +21.4% |
| 1Y | +30.1% | -2.2% | +32.3% | +30.5% |
| 3Y | +46.6% | +106.7% | -60.1% | +43.2% |
| 5Y | +191.6% | +114.8% | +76.8% | +184.2% |
| 10Y | +474.5% | +213.0% | +261.6% | +460.4% |
| All | +5,351.6% | +786.3% | +4,565.4% | +4,893.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling