+137.9%
VGT vs IEF
-9.5%
+147.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -0.2% | -1.3% | +1.2% | +0.1% |
| 30D | -0.4% | -1.7% | +1.3% | 0.0% |
| 3M | +4.4% | -2.5% | +7.0% | +5.0% |
| 6M | +32.1% | -3.3% | +35.3% | +33.0% |
| YTD | +28.8% | -2.8% | +31.6% | +29.6% |
| 1Y | +35.3% | -2.7% | +38.1% | +36.1% |
| 3Y | +124.8% | +8.9% | +115.9% | +118.6% |
| All | +137.9% | -9.5% | +147.4% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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