+1,546.4%
VRTX vs IJR
+1,143.6%
+402.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.4% | -2.5% |
| 7D | -3.4% | +0.9% | -4.4% | -4.2% |
| 30D | +6.6% | -3.1% | +9.8% | +9.5% |
| 3M | +19.4% | +4.4% | +15.0% | +14.8% |
| 6M | +15.8% | +16.1% | -0.3% | +1.3% |
| YTD | +16.7% | +20.6% | -3.9% | -1.4% |
| 1Y | +33.8% | +22.9% | +11.0% | +10.9% |
| 3Y | +54.2% | +55.2% | -1.0% | -0.8% |
| 5Y | +176.4% | +41.1% | +135.3% | +84.4% |
| 10Y | +443.5% | +167.0% | +276.5% | +65.6% |
| All | +1,546.4% | +1,143.6% | +402.8% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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