+2,267.4%
VGT vs IWD
+621.0%
+1,646.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +1.0% |
| 7D | +1.0% | -0.3% | +1.3% | +1.3% |
| 30D | +1.3% | +0.6% | +0.7% | +0.7% |
| 3M | -1.1% | +7.2% | -8.4% | -7.5% |
| 6M | +32.6% | +16.2% | +16.4% | +15.2% |
| YTD | +29.0% | +23.3% | +5.7% | +5.9% |
| 1Y | +39.7% | +29.6% | +10.1% | +9.5% |
| 3Y | +120.9% | +70.5% | +50.5% | +34.8% |
| 5Y | +133.6% | +73.5% | +60.1% | +42.7% |
| 10Y | +792.6% | +198.3% | +594.2% | +236.0% |
| All | +2,267.4% | +621.0% | +1,646.4% | +296.6% |
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