+5,343.7%
VRTX vs IAU
+793.8%
+4,549.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +0.9% |
| 7D | -2.1% | +4.7% | -6.9% | -2.3% |
| 30D | +8.2% | -0.9% | +9.1% | +8.2% |
| 3M | +13.0% | -4.4% | +17.4% | +13.3% |
| 6M | +27.9% | -13.5% | +41.4% | +28.8% |
| YTD | +20.7% | -5.9% | +26.6% | +21.2% |
| 1Y | +31.4% | +1.9% | +29.6% | +31.7% |
| 3Y | +41.8% | +104.1% | -62.2% | +38.5% |
| 5Y | +183.7% | +121.0% | +62.7% | +176.2% |
| 10Y | +592.9% | +204.1% | +388.8% | +575.2% |
| All | +5,343.7% | +793.8% | +4,549.9% | +4,884.3% |
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 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