+48.1%
IJH vs TECH
-43.3%
+91.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -1.9% | -0.4% | -1.4% | -1.7% |
| 30D | -4.6% | 0.0% | -4.6% | -4.6% |
| 3M | -1.2% | +33.7% | -34.8% | -9.3% |
| 6M | +9.4% | +34.9% | -25.5% | -1.5% |
| YTD | +13.3% | +23.2% | -9.8% | +4.5% |
| 1Y | +13.4% | +36.3% | -22.9% | +0.6% |
| 3Y | +50.4% | +2.3% | +48.2% | +40.7% |
| All | +48.1% | -43.3% | +91.4% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling