+546.4%
IWM vs VGT
+2,088.1%
-1,541.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +1.1% |
| 7D | +1.4% | +2.5% | -1.0% | -0.7% |
| 30D | +2.3% | -9.5% | +11.8% | +10.7% |
| 3M | -8.3% | -9.5% | +1.2% | -1.0% |
| 6M | -1.3% | -1.8% | +0.4% | -1.7% |
| YTD | +13.5% | +18.4% | -4.9% | -4.2% |
| 1Y | +18.4% | +18.7% | -0.3% | -0.5% |
| 3Y | +69.6% | +103.8% | -34.2% | -14.0% |
| 5Y | +23.3% | +104.4% | -81.1% | -39.3% |
| 10Y | +147.0% | +716.9% | -569.9% | -69.7% |
| All | +546.4% | +2,088.1% | -1,541.7% | -70.5% |
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