+135.2%
VGT vs IR
+40.4%
+94.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.9% |
| 7D | +1.5% | -1.9% | +3.4% | +2.4% |
| 30D | +0.5% | -15.0% | +15.6% | +8.7% |
| 3M | +5.3% | -0.4% | +5.7% | +4.5% |
| 6M | +32.4% | -15.0% | +47.5% | +41.4% |
| YTD | +28.6% | -7.1% | +35.6% | +29.4% |
| 1Y | +37.6% | -7.5% | +45.2% | +38.2% |
| 3Y | +125.5% | +6.3% | +119.2% | +99.6% |
| 5Y | +135.2% | +37.3% | +97.9% | +72.1% |
| All | +135.2% | +40.4% | +94.8% | +72.1% |
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