+928.9%
IVV vs VGT
+2,283.9%
-1,355.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.7% |
| 7D | +0.1% | +1.0% | -0.9% | -0.6% |
| 30D | +0.1% | +1.3% | -1.2% | -1.0% |
| 3M | +2.0% | -1.1% | +3.1% | +2.0% |
| 6M | +13.0% | +32.6% | -19.6% | -9.5% |
| YTD | +13.6% | +29.0% | -15.4% | -7.4% |
| 1Y | +20.1% | +39.7% | -19.6% | -8.2% |
| 3Y | +77.6% | +120.9% | -43.3% | -6.5% |
| 5Y | +82.5% | +133.6% | -51.1% | -10.2% |
| 10Y | +316.5% | +792.6% | -476.0% | -32.4% |
| All | +928.9% | +2,283.9% | -1,355.0% | -27.9% |
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