+973.2%
IGV vs TECH
+993.5%
-20.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -4.5% | +0.1% | -4.6% | -4.5% |
| 30D | +3.2% | +0.7% | +2.5% | +2.9% |
| 3M | +4.5% | +36.3% | -31.8% | -9.4% |
| 6M | +22.1% | +25.6% | -3.5% | +7.4% |
| YTD | -1.0% | +23.7% | -24.7% | -12.9% |
| 1Y | -2.1% | +37.6% | -39.7% | -18.8% |
| 3Y | +44.6% | -6.6% | +51.2% | +33.3% |
| 5Y | +22.2% | -42.2% | +64.4% | +38.0% |
| 10Y | +364.7% | +187.6% | +177.2% | +148.1% |
| All | +973.2% | +993.5% | -20.3% | +177.1% |
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