+6.5%
IYR vs VGT
+136.3%
-129.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.4% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | -2.7% | -0.4% | -2.2% | -2.6% |
| 3M | -2.1% | +4.4% | -6.6% | -4.1% |
| 6M | +3.6% | +32.1% | -28.5% | -7.9% |
| YTD | +8.1% | +28.8% | -20.6% | -3.1% |
| 1Y | +4.7% | +35.3% | -30.6% | -8.5% |
| 3Y | +29.1% | +124.8% | -95.6% | -13.9% |
| All | +6.5% | +136.3% | -129.8% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling