+134.5%
IBM vs VGT
+809.1%
-674.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.4% | -2.0% |
| 7D | -0.3% | -1.0% | +0.7% | +0.2% |
| 30D | -1.8% | -0.4% | -1.4% | -1.7% |
| 3M | -13.5% | +6.6% | -20.1% | -17.1% |
| 6M | -5.1% | +31.0% | -36.1% | -18.0% |
| YTD | -19.4% | +27.2% | -46.6% | -29.3% |
| 1Y | -6.5% | +34.5% | -41.0% | -20.4% |
| 3Y | +73.8% | +123.1% | -49.3% | +11.6% |
| 5Y | +116.3% | +135.1% | -18.8% | +30.4% |
| All | +134.5% | +809.1% | -674.6% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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