+104.6%
VGT vs IP
-13.5%
+118.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.0% |
| 7D | +2.5% | -0.3% | +2.8% | +2.5% |
| 30D | -9.5% | +7.9% | -17.4% | -11.3% |
| 3M | -9.5% | -15.3% | +5.8% | -6.0% |
| 6M | -1.8% | +10.5% | -12.3% | -5.5% |
| YTD | +18.4% | -9.4% | +27.8% | +18.7% |
| 1Y | +18.7% | -4.6% | +23.4% | +17.0% |
| 3Y | +103.8% | +21.2% | +82.6% | +73.3% |
| All | +104.6% | -13.5% | +118.2% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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