+147.3%
IBM vs VGT
+716.3%
-569.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.8% |
| 7D | +1.6% | +2.5% | -0.9% | +0.3% |
| 30D | +9.2% | -9.5% | +18.7% | +14.2% |
| 3M | +4.9% | -9.5% | +14.4% | +9.6% |
| 6M | +16.8% | -1.8% | +18.5% | +16.2% |
| YTD | -14.3% | +18.4% | -32.7% | -22.5% |
| 1Y | -16.7% | +18.7% | -35.5% | -24.9% |
| 3Y | +82.2% | +103.8% | -21.6% | +21.9% |
| 5Y | +149.9% | +104.4% | +45.6% | +62.7% |
| All | +147.3% | +716.3% | -569.0% | -38.3% |
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