+3,836.0%
VRTX vs IRM
+9,964.6%
-6,128.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.8% | -2.6% |
| 7D | +0.8% | -0.5% | +1.3% | +0.9% |
| 30D | +12.6% | -8.1% | +20.7% | +15.0% |
| 3M | +23.6% | -9.7% | +33.3% | +26.4% |
| 6M | +14.3% | +10.0% | +4.3% | +10.1% |
| YTD | +20.5% | +43.0% | -22.5% | +7.6% |
| 1Y | +37.6% | +32.7% | +4.9% | +24.9% |
| 3Y | +55.5% | +102.7% | -47.2% | +22.3% |
| 5Y | +175.7% | +187.6% | -11.8% | +92.3% |
| 10Y | +474.2% | +420.1% | +54.1% | +219.2% |
| All | +3,836.0% | +9,964.6% | -6,128.6% | +1,360.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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