+54.2%
VRTX vs IWF
+79.6%
-25.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.8% | -3.1% |
| 7D | -3.4% | +1.5% | -4.9% | -3.9% |
| 30D | +6.6% | -1.3% | +7.9% | +7.0% |
| 3M | +19.4% | +0.1% | +19.3% | +19.1% |
| 6M | +15.8% | +10.3% | +5.5% | +11.4% |
| YTD | +16.7% | +4.2% | +12.5% | +14.4% |
| 1Y | +33.8% | +9.3% | +24.5% | +28.9% |
| 3Y | +54.2% | +79.3% | -25.2% | +19.2% |
| All | +54.2% | +79.6% | -25.4% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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