+735.5%
VGT vs IWD
+205.2%
+530.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.4% | +2.4% |
| 7D | -1.6% | -0.6% | -1.0% | -0.8% |
| 30D | -10.1% | +3.6% | -13.7% | -13.4% |
| 3M | -5.3% | +2.7% | -7.9% | -7.9% |
| 6M | +0.2% | +13.2% | -13.0% | -12.2% |
| YTD | +21.1% | +26.8% | -5.7% | -6.0% |
| 1Y | +18.2% | +29.3% | -11.1% | -10.2% |
| 3Y | +107.4% | +85.1% | +22.3% | +8.3% |
| 5Y | +111.5% | +74.2% | +37.3% | +19.4% |
| 10Y | +735.5% | +204.6% | +531.0% | +184.0% |
| All | +735.5% | +205.2% | +530.3% | +184.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling