+55.4%
IOT vs TECH
-36.6%
+92.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -4.5% | -0.4% | -4.1% | -4.3% |
| 30D | -2.4% | 0.0% | -2.4% | -2.4% |
| 3M | +19.0% | +33.7% | -14.7% | +1.5% |
| 6M | +19.6% | +34.9% | -15.3% | -0.4% |
| YTD | +8.3% | +23.2% | -14.9% | -6.6% |
| 1Y | -0.8% | +36.3% | -37.1% | -19.9% |
| 3Y | +24.4% | +2.3% | +22.1% | +8.9% |
| All | +55.4% | -36.6% | +92.0% | +115.1% |
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 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