+5,495.8%
VRTX vs IVZ
+973.1%
+4,522.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.5% |
| 7D | -1.6% | +7.6% | -9.2% | -3.9% |
| 30D | +8.0% | +4.3% | +3.7% | +6.3% |
| 3M | +4.3% | -9.3% | +13.6% | +7.0% |
| 6M | +18.9% | +5.2% | +13.6% | +15.7% |
| YTD | +18.8% | +13.4% | +5.4% | +12.2% |
| 1Y | +24.0% | +25.4% | -1.4% | +13.1% |
| 3Y | +42.1% | +152.5% | -110.4% | -0.5% |
| 5Y | +187.6% | +36.7% | +150.9% | +135.0% |
| 10Y | +485.4% | +45.0% | +440.4% | +312.2% |
| All | +5,495.8% | +973.1% | +4,522.8% | +1,452.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling