+18.2%
VGT vs IRE
-97.3%
+115.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.5% | +5.7% | +3.4% |
| 7D | -1.6% | -15.5% | +13.9% | -1.6% |
| 30D | -12.5% | -70.4% | +57.9% | -7.0% |
| 3M | -7.7% | -81.6% | +73.9% | +0.1% |
| 6M | -0.2% | -94.7% | +94.5% | +12.2% |
| YTD | +19.3% | -91.8% | +111.0% | +25.8% |
| 1Y | +18.2% | -97.6% | +115.7% | +29.5% |
| All | +18.2% | -97.3% | +115.5% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 3y: compounded portfolio wealth divided by compounded IRE 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…
3y analysis · Full analysis span regression · 6 months rolling