+3.8%
IEF vs TECH
+189.8%
-186.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.8% |
| 7D | -1.2% | -0.5% | -0.7% | -1.2% |
| 30D | -1.5% | 0.0% | -1.5% | -1.5% |
| 3M | -1.7% | +37.4% | -39.1% | -1.9% |
| 6M | -3.5% | +36.9% | -40.4% | -3.8% |
| YTD | -2.6% | +23.1% | -25.7% | -2.9% |
| 1Y | -2.4% | +42.2% | -44.6% | -2.7% |
| 3Y | +8.9% | +1.9% | +7.0% | +8.6% |
| 5Y | -9.2% | -42.9% | +33.7% | -10.5% |
| All | +3.8% | +189.8% | -186.0% | +12.4% |
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