+104.6%
VGT vs IR
+46.0%
+58.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | +2.5% | +2.5% | -0.1% | +1.2% |
| 30D | -9.5% | +9.2% | -18.7% | -13.4% |
| 3M | -9.5% | +0.9% | -10.4% | -10.2% |
| 6M | -1.8% | +19.2% | -21.0% | -11.0% |
| YTD | +18.4% | +7.5% | +10.9% | +10.8% |
| 1Y | +18.7% | +11.7% | +7.0% | +8.4% |
| 3Y | +103.8% | +23.9% | +79.9% | +67.0% |
| All | +104.6% | +46.0% | +58.6% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling