+24.0%
VRTX vs IOT
+5.2%
+18.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.6% | +0.9% | -2.5% | -1.6% |
| 30D | +8.0% | +1.4% | +6.7% | +8.0% |
| 3M | +4.3% | +0.5% | +3.8% | +4.2% |
| 6M | +18.9% | +50.3% | -31.4% | +17.1% |
| YTD | +18.8% | +16.7% | +2.1% | +19.7% |
| 1Y | +24.0% | +6.8% | +17.1% | +25.7% |
| All | +24.0% | +5.2% | +18.8% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling