+1,148.9%
IJR vs TECH
+869.3%
+279.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | +0.9% | +0.2% | +0.8% | +0.9% |
| 30D | -3.1% | +0.1% | -3.3% | -3.2% |
| 3M | +4.4% | +37.5% | -33.1% | -5.9% |
| 6M | +16.1% | +34.6% | -18.5% | +3.8% |
| YTD | +20.6% | +23.5% | -2.9% | +10.2% |
| 1Y | +22.9% | +34.4% | -11.5% | +8.7% |
| 3Y | +55.2% | +2.3% | +52.9% | +44.8% |
| 5Y | +41.1% | -41.7% | +82.8% | +52.6% |
| 10Y | +167.0% | +177.6% | -10.7% | +75.5% |
| All | +1,148.9% | +869.3% | +279.5% | +455.7% |
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