+493.1%
VRTX vs IWD
+212.1%
+281.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -0.8% |
| 7D | -0.4% | +1.3% | -1.7% | -1.3% |
| 30D | +8.0% | +3.6% | +4.4% | +5.3% |
| 3M | +11.0% | +2.3% | +8.7% | +9.2% |
| 6M | +28.2% | +13.0% | +15.1% | +17.3% |
| YTD | +21.5% | +26.2% | -4.7% | +2.7% |
| 1Y | +34.5% | +30.5% | +4.1% | +11.1% |
| 3Y | +49.5% | +86.2% | -36.7% | -5.2% |
| 5Y | +188.3% | +72.9% | +115.4% | +91.7% |
| 10Y | +493.1% | +205.0% | +288.1% | +134.9% |
| All | +493.1% | +212.1% | +281.0% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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