+2,020.8%
VGT vs IP
+105.8%
+1,914.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.1% |
| 7D | -7.2% | -5.1% | -2.2% | -5.6% |
| 30D | -16.1% | +8.5% | -24.6% | -18.5% |
| 3M | -9.2% | -13.8% | +4.7% | -5.1% |
| 6M | -0.7% | +5.7% | -6.5% | -4.1% |
| YTD | +15.6% | -9.1% | +24.7% | +15.7% |
| 1Y | +14.4% | -0.8% | +15.2% | +10.8% |
| 3Y | +105.2% | +14.8% | +90.4% | +81.0% |
| 5Y | +100.0% | -11.5% | +111.6% | +91.2% |
| 10Y | +712.1% | +27.9% | +684.2% | +543.3% |
| All | +2,020.8% | +105.8% | +1,914.9% | +1,209.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling