+2,263.1%
VGT vs IVZ
+364.2%
+1,898.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.6% |
| 7D | +1.8% | +1.1% | +0.7% | +1.4% |
| 30D | -0.3% | +3.1% | -3.4% | -1.4% |
| 3M | +3.4% | +18.2% | -14.8% | -2.7% |
| 6M | +35.0% | +38.6% | -3.6% | +19.9% |
| YTD | +28.8% | +25.9% | +2.9% | +17.8% |
| 1Y | +38.0% | +51.7% | -13.7% | +18.1% |
| 3Y | +125.8% | +138.7% | -12.9% | +60.9% |
| 5Y | +134.7% | +62.8% | +71.9% | +86.5% |
| 10Y | +792.6% | +60.9% | +731.7% | +540.9% |
| All | +2,263.1% | +364.2% | +1,898.9% | +976.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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