+158.7%
VRTX vs IOT
+61.4%
+97.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.7% | -5.9% | -2.4% |
| 7D | +0.8% | -2.3% | +3.2% | +0.9% |
| 30D | +12.6% | +3.8% | +8.8% | +12.3% |
| 3M | +23.6% | +14.2% | +9.5% | +22.2% |
| 6M | +14.3% | +40.1% | -25.8% | +10.9% |
| YTD | +20.5% | +13.4% | +7.1% | +18.5% |
| 1Y | +37.6% | +12.2% | +25.4% | +35.0% |
| 3Y | +55.5% | +30.0% | +25.6% | +49.0% |
| All | +158.7% | +61.4% | +97.2% | +128.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling