+941.2%
IGV vs TECH
+999.6%
-58.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | +2.5% | +0.2% | +2.2% | +2.4% |
| 30D | -8.6% | +0.5% | -9.1% | -8.8% |
| 3M | -1.6% | +1.0% | -2.5% | -2.0% |
| 6M | +13.4% | +54.1% | -40.6% | -6.8% |
| YTD | -4.0% | +24.4% | -28.4% | -15.7% |
| 1Y | -7.6% | +19.3% | -26.9% | -17.7% |
| 3Y | +39.3% | +28.5% | +10.8% | +11.3% |
| 5Y | +14.5% | -41.0% | +55.5% | +28.4% |
| 10Y | +358.7% | +189.3% | +169.4% | +144.8% |
| All | +941.2% | +999.6% | -58.5% | +168.2% |
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