+949.2%
IGV vs TECH
+999.0%
-49.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | -8.1% | +0.3% | -8.5% | -8.3% |
| 3M | -1.6% | +1.0% | -2.6% | -2.0% |
| 6M | +12.7% | +54.0% | -41.2% | -7.4% |
| YTD | -3.3% | +24.3% | -27.6% | -15.0% |
| 1Y | -7.9% | +23.7% | -31.6% | -19.2% |
| 3Y | +40.3% | +28.5% | +11.9% | +12.2% |
| 5Y | +17.3% | -41.2% | +58.5% | +31.9% |
| 10Y | +362.3% | +189.2% | +173.1% | +146.7% |
| All | +949.2% | +999.0% | -49.9% | +170.4% |
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 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