+120.6%
IBM vs VGT
+134.3%
-13.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.5% | +3.4% |
| 7D | +3.6% | +1.5% | +2.1% | +3.0% |
| 30D | +1.5% | +0.5% | +1.0% | +1.3% |
| 3M | -12.9% | +5.3% | -18.2% | -15.1% |
| 6M | -3.9% | +32.4% | -36.3% | -13.7% |
| YTD | -17.3% | +28.6% | -45.9% | -25.0% |
| 1Y | -5.0% | +37.6% | -42.6% | -15.9% |
| 3Y | +78.2% | +125.5% | -47.3% | +32.8% |
| 5Y | +120.6% | +135.2% | -14.6% | +53.7% |
| All | +120.6% | +134.3% | -13.7% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling