+351.4%
IYR vs VGT
+2,279.6%
-1,928.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -0.4% | +1.8% | -2.2% | -1.7% |
| 30D | -2.5% | -0.3% | -2.2% | -2.5% |
| 3M | +1.5% | +3.4% | -1.9% | -2.5% |
| 6M | +3.9% | +35.0% | -31.1% | -19.2% |
| YTD | +9.5% | +28.8% | -19.2% | -12.1% |
| 1Y | +7.5% | +38.0% | -30.5% | -18.9% |
| 3Y | +30.8% | +125.8% | -95.0% | -37.1% |
| 5Y | +4.8% | +134.7% | -129.9% | -53.5% |
| 10Y | +64.3% | +792.6% | -728.3% | -81.6% |
| All | +351.4% | +2,279.6% | -1,928.2% | -84.3% |
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