+627.5%
VGT vs IR
+271.9%
+355.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.8% |
| 7D | -1.0% | -3.1% | +2.0% | +0.1% |
| 30D | -0.4% | -14.0% | +13.6% | +5.4% |
| 3M | +6.6% | +3.7% | +2.9% | +4.5% |
| 6M | +31.0% | -15.4% | +46.4% | +38.3% |
| YTD | +27.2% | -7.7% | +34.9% | +28.9% |
| 1Y | +34.5% | -8.8% | +43.3% | +36.4% |
| 3Y | +123.1% | +5.6% | +117.6% | +110.7% |
| 5Y | +135.1% | +34.3% | +100.8% | +100.2% |
| All | +627.5% | +271.9% | +355.6% | +369.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling