+189.7%
VRTX vs IWD
+73.1%
+116.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | 0.0% | +1.7% | -1.7% | -1.2% |
| 30D | +11.8% | +3.2% | +8.6% | +9.4% |
| 3M | +3.2% | +2.3% | +0.9% | +1.6% |
| 6M | +21.0% | +12.9% | +8.1% | +11.3% |
| YTD | +19.7% | +26.2% | -6.5% | +2.0% |
| 1Y | +25.0% | +28.3% | -3.3% | +5.4% |
| 3Y | +45.2% | +84.4% | -39.2% | -4.6% |
| 5Y | +189.7% | +73.0% | +116.7% | +97.1% |
| All | +189.7% | +73.1% | +116.6% | +97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling