+1,055.9%
IJH vs TECH
+868.5%
+187.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -0.7% | -0.1% | -0.7% | -0.7% |
| 30D | -3.8% | +0.3% | -4.1% | -3.9% |
| 3M | 0.0% | +32.9% | -32.9% | -8.6% |
| 6M | +8.8% | +32.1% | -23.3% | -2.0% |
| YTD | +13.5% | +23.4% | -9.9% | +4.0% |
| 1Y | +15.4% | +34.1% | -18.7% | +2.5% |
| 3Y | +50.9% | +2.2% | +48.7% | +40.5% |
| 5Y | +47.8% | -41.8% | +89.6% | +59.3% |
| 10Y | +183.1% | +188.9% | -5.9% | +87.0% |
| All | +1,055.9% | +868.5% | +187.3% | +408.2% |
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