+370.5%
IBM vs VGT
+2,279.6%
-1,909.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +0.3% | +1.8% | -1.5% | -0.8% |
| 30D | -1.5% | -0.3% | -1.2% | -1.3% |
| 3M | -16.8% | +3.4% | -20.1% | -19.5% |
| 6M | -9.0% | +35.0% | -44.0% | -25.4% |
| YTD | -20.1% | +28.8% | -48.8% | -32.5% |
| 1Y | -7.0% | +38.0% | -45.0% | -24.9% |
| 3Y | +72.4% | +125.8% | -53.4% | -0.9% |
| 5Y | +112.0% | +134.7% | -22.8% | +13.2% |
| 10Y | +131.6% | +792.6% | -661.0% | -54.9% |
| All | +370.5% | +2,279.6% | -1,909.0% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling