+54.2%
VRTX vs IVZ
+140.4%
-86.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -0.9% | -2.8% |
| 7D | -3.4% | +1.1% | -4.5% | -3.6% |
| 30D | +6.6% | +3.1% | +3.5% | +6.0% |
| 3M | +19.4% | +18.2% | +1.2% | +15.7% |
| 6M | +15.8% | +38.6% | -22.8% | +9.0% |
| YTD | +16.7% | +25.9% | -9.2% | +11.2% |
| 1Y | +33.8% | +51.7% | -17.9% | +23.6% |
| 3Y | +54.2% | +138.7% | -84.5% | +29.1% |
| All | +54.2% | +140.4% | -86.2% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling