+98.6%
VGT vs IP
-12.0%
+110.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.1% |
| 7D | -7.2% | -5.1% | -2.2% | -6.0% |
| 30D | -16.1% | +8.5% | -24.6% | -17.9% |
| 3M | -9.2% | -13.8% | +4.7% | -6.1% |
| 6M | -0.7% | +5.7% | -6.5% | -3.4% |
| YTD | +15.6% | -9.1% | +24.7% | +15.8% |
| 1Y | +14.4% | -0.8% | +15.2% | +11.4% |
| 3Y | +105.2% | +14.8% | +90.4% | +79.2% |
| All | +98.6% | -12.0% | +110.6% | +89.5% |
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