+7.3%
IEF vs TECH
+187.9%
-180.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | +0.7% | +0.5% | +0.2% | +0.7% |
| 3M | -2.5% | +1.1% | -3.6% | -2.5% |
| 6M | -2.6% | +62.8% | -65.4% | -2.9% |
| YTD | -3.2% | +24.5% | -27.7% | -3.4% |
| 1Y | -3.0% | +20.6% | -23.7% | -3.3% |
| 3Y | +10.5% | +29.5% | -18.9% | +10.3% |
| 5Y | -8.2% | -40.9% | +32.8% | -9.4% |
| All | +7.3% | +187.9% | -180.6% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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