+494.6%
VRTX vs IWD
+205.2%
+289.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -0.4% | -0.6% | +0.2% | 0.0% |
| 30D | +7.9% | +3.6% | +4.3% | +5.2% |
| 3M | +3.3% | +2.7% | +0.6% | +1.3% |
| 6M | +25.7% | +13.2% | +12.5% | +14.9% |
| YTD | +20.7% | +26.8% | -6.1% | +1.7% |
| 1Y | +27.4% | +29.3% | -1.8% | +5.9% |
| 3Y | +46.4% | +85.1% | -38.7% | -6.7% |
| 5Y | +194.3% | +74.2% | +120.1% | +94.7% |
| 10Y | +494.6% | +204.6% | +290.0% | +150.5% |
| All | +494.6% | +205.2% | +289.4% | +150.5% |
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