+425.8%
VRTX vs IVZ
+64.1%
+361.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -7.8% | -2.4% | -5.4% | -7.3% |
| 30D | -2.8% | +2.5% | -5.3% | -3.4% |
| 3M | +18.1% | +17.1% | +1.0% | +14.1% |
| 6M | +3.1% | +35.1% | -32.1% | -3.3% |
| YTD | +13.5% | +24.3% | -10.8% | +7.9% |
| 1Y | +32.4% | +48.7% | -16.2% | +21.3% |
| 3Y | +50.0% | +135.6% | -85.6% | +22.3% |
| 5Y | +172.9% | +60.3% | +112.5% | +134.6% |
| All | +425.8% | +64.1% | +361.7% | +348.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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