+800.0%
VGT vs IWF
+422.7%
+377.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.3% |
| 7D | -0.2% | -0.9% | +0.8% | +0.9% |
| 30D | -0.4% | -1.7% | +1.3% | +1.6% |
| 3M | +4.4% | +0.7% | +3.8% | +3.8% |
| 6M | +32.1% | +8.6% | +23.5% | +20.8% |
| YTD | +28.8% | +3.5% | +25.3% | +24.5% |
| 1Y | +35.3% | +7.0% | +28.3% | +26.2% |
| 3Y | +124.8% | +76.3% | +48.4% | +20.2% |
| 5Y | +137.9% | +74.8% | +63.2% | +29.4% |
| All | +800.0% | +422.7% | +377.2% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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