+2,263.1%
VGT vs IWF
+1,212.8%
+1,050.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | +0.2% |
| 7D | +1.8% | +1.5% | +0.3% | +0.2% |
| 30D | -0.3% | -1.3% | +0.9% | +1.1% |
| 3M | +3.4% | +0.1% | +3.2% | +3.5% |
| 6M | +35.0% | +10.3% | +24.7% | +21.8% |
| YTD | +28.8% | +4.2% | +24.6% | +23.9% |
| 1Y | +38.0% | +9.3% | +28.7% | +26.2% |
| 3Y | +125.8% | +79.3% | +46.4% | +21.6% |
| 5Y | +134.7% | +73.8% | +61.0% | +31.9% |
| 10Y | +792.6% | +410.9% | +381.7% | +61.8% |
| All | +2,263.1% | +1,212.8% | +1,050.3% | +64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling