+357.7%
IGV vs VGT
+820.0%
-462.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.8% |
| 7D | -2.9% | -0.2% | -2.8% | -2.8% |
| 30D | -1.5% | -0.4% | -1.1% | -1.0% |
| 3M | +11.7% | +4.4% | +7.2% | +6.3% |
| 6M | +18.4% | +32.1% | -13.6% | -10.4% |
| YTD | -3.9% | +28.8% | -32.7% | -25.6% |
| 1Y | -9.7% | +35.3% | -45.0% | -33.4% |
| 3Y | +38.4% | +124.8% | -86.3% | -38.6% |
| 5Y | +21.6% | +137.9% | -116.3% | -48.7% |
| All | +357.7% | +820.0% | -462.3% | -49.6% |
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