+587.7%
IWM vs VGT
+2,283.9%
-1,696.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | 0.0% |
| 7D | +0.1% | +1.0% | -0.9% | -0.8% |
| 30D | -1.3% | +1.3% | -2.5% | -2.5% |
| 3M | +1.6% | -1.1% | +2.8% | +1.5% |
| 6M | +13.6% | +32.6% | -19.1% | -12.2% |
| YTD | +20.8% | +29.0% | -8.2% | -4.6% |
| 1Y | +26.4% | +39.7% | -13.3% | -7.1% |
| 3Y | +60.7% | +120.9% | -60.2% | -23.5% |
| 5Y | +38.2% | +133.6% | -95.4% | -39.1% |
| 10Y | +169.5% | +792.6% | -623.1% | -69.2% |
| All | +587.7% | +2,283.9% | -1,696.2% | -70.6% |
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 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