+2,122.6%
VGT vs IWD
+641.0%
+1,481.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.4% | +2.5% |
| 7D | -1.6% | -0.6% | -1.0% | -0.9% |
| 30D | -10.1% | +3.6% | -13.7% | -13.0% |
| 3M | -5.3% | +2.7% | -7.9% | -7.6% |
| 6M | +0.2% | +13.2% | -13.0% | -10.8% |
| YTD | +21.1% | +26.8% | -5.7% | -3.0% |
| 1Y | +18.2% | +29.3% | -11.1% | -7.1% |
| 3Y | +107.4% | +85.1% | +22.3% | +17.2% |
| 5Y | +111.5% | +74.2% | +37.3% | +28.7% |
| 10Y | +735.5% | +204.6% | +531.0% | +208.6% |
| All | +2,122.6% | +641.0% | +1,481.6% | +263.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling