+548.5%
IWM vs VGT
+2,125.7%
-1,577.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.2% |
| 7D | +2.8% | +5.6% | -2.9% | -1.9% |
| 30D | +0.6% | -10.6% | +11.2% | +10.0% |
| 3M | -7.8% | -6.9% | -0.9% | -2.8% |
| 6M | -1.0% | +0.9% | -1.9% | -3.6% |
| YTD | +13.9% | +20.4% | -6.6% | -5.3% |
| 1Y | +15.4% | +17.4% | -1.9% | -1.9% |
| 3Y | +70.2% | +106.3% | -36.0% | -14.5% |
| 5Y | +23.7% | +107.9% | -84.2% | -39.9% |
| 10Y | +147.8% | +730.9% | -583.1% | -70.1% |
| All | +548.5% | +2,125.7% | -1,577.2% | -70.8% |
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