+426.7%
VRTX vs IJH
+184.0%
+242.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.3% |
| 7D | -5.6% | -1.9% | -3.8% | -4.6% |
| 30D | -2.0% | -4.6% | +2.7% | +0.6% |
| 3M | +15.8% | -1.2% | +17.0% | +16.4% |
| 6M | +4.7% | +9.4% | -4.7% | -0.6% |
| YTD | +13.7% | +13.3% | +0.4% | +5.8% |
| 1Y | +29.7% | +13.4% | +16.3% | +20.6% |
| 3Y | +48.4% | +50.4% | -2.0% | +16.1% |
| 5Y | +173.3% | +49.0% | +124.4% | +110.8% |
| All | +426.7% | +184.0% | +242.7% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 10y: compounded portfolio wealth divided by compounded IJH 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…
10y analysis · Full analysis span regression · 6 months rolling