+404.5%
IBM vs VGT
+2,088.1%
-1,683.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +2.0% |
| 7D | +1.6% | +2.5% | -0.9% | 0.0% |
| 30D | +9.2% | -9.5% | +18.7% | +15.4% |
| 3M | +4.9% | -9.5% | +14.4% | +10.7% |
| 6M | +16.8% | -1.8% | +18.5% | +15.9% |
| YTD | -14.3% | +18.4% | -32.7% | -24.3% |
| 1Y | -16.7% | +18.7% | -35.5% | -26.7% |
| 3Y | +82.2% | +103.8% | -21.6% | +11.1% |
| 5Y | +149.9% | +104.4% | +45.6% | +45.4% |
| 10Y | +142.6% | +716.9% | -574.3% | -50.4% |
| All | +404.5% | +2,088.1% | -1,683.6% | -53.2% |
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