+73.0%
IBM vs VGT
+121.2%
-48.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.4% | -2.1% |
| 7D | -0.3% | -1.0% | +0.7% | +0.1% |
| 30D | -1.8% | -0.4% | -1.4% | -1.7% |
| 3M | -13.5% | +6.6% | -20.1% | -16.6% |
| 6M | -5.1% | +31.0% | -36.1% | -16.1% |
| YTD | -19.4% | +27.2% | -46.6% | -27.8% |
| 1Y | -6.5% | +34.5% | -41.0% | -18.2% |
| All | +73.0% | +121.2% | -48.2% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling