+129.8%
IEF vs TECH
+1,183.6%
-1,053.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -0.8% | +0.7% | -1.5% | -0.8% |
| 3M | -1.0% | +36.3% | -37.3% | -0.2% |
| 6M | -2.8% | +25.6% | -28.3% | -2.1% |
| YTD | -1.5% | +23.7% | -25.2% | -0.9% |
| 1Y | -0.4% | +37.6% | -38.1% | +0.5% |
| 3Y | +9.7% | -6.6% | +16.2% | +9.8% |
| 5Y | -8.3% | -42.2% | +33.9% | -9.8% |
| 10Y | +4.6% | +187.6% | -183.0% | +13.8% |
| All | +129.8% | +1,183.6% | -1,053.7% | +176.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling