+2,072.9%
VGT vs IRM
+1,637.0%
+435.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | +2.5% | +6.8% | -4.3% | +0.1% |
| 30D | -9.5% | +2.6% | -12.1% | -10.3% |
| 3M | -9.5% | -9.5% | 0.0% | -6.4% |
| 6M | -1.8% | -8.5% | +6.7% | +1.0% |
| YTD | +18.4% | +40.3% | -21.9% | +3.9% |
| 1Y | +18.7% | +28.7% | -9.9% | +7.3% |
| 3Y | +103.8% | +111.8% | -8.0% | +50.8% |
| 5Y | +104.4% | +189.1% | -84.7% | +34.1% |
| 10Y | +716.9% | +519.8% | +197.1% | +292.2% |
| All | +2,072.9% | +1,637.0% | +435.9% | +592.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling