+2,263.1%
VGT vs IRM
+1,658.9%
+604.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.1% |
| 7D | +1.8% | +1.6% | +0.2% | +1.2% |
| 30D | -0.3% | -4.2% | +3.9% | +1.1% |
| 3M | +3.4% | -5.4% | +8.7% | +5.1% |
| 6M | +35.0% | +12.0% | +23.0% | +28.9% |
| YTD | +28.8% | +42.0% | -13.3% | +12.6% |
| 1Y | +38.0% | +29.9% | +8.1% | +24.0% |
| 3Y | +125.8% | +104.4% | +21.4% | +69.2% |
| 5Y | +134.7% | +191.0% | -56.3% | +53.5% |
| 10Y | +792.6% | +417.1% | +375.5% | +354.7% |
| All | +2,263.1% | +1,658.9% | +604.2% | +650.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IRM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling