+23.7%
IP vs TECH
+190.5%
-166.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | 0.0% | +0.2% | -0.2% | 0.0% |
| 30D | +9.4% | +0.5% | +8.9% | +9.2% |
| 3M | -14.1% | +1.1% | -15.1% | -14.3% |
| 6M | +9.2% | +51.0% | -41.9% | -3.6% |
| YTD | -7.5% | +24.4% | -31.9% | -15.2% |
| 1Y | -2.8% | +27.4% | -30.2% | -11.5% |
| 3Y | +21.2% | +28.5% | -7.2% | +5.4% |
| 5Y | -11.5% | -40.9% | +29.4% | -4.6% |
| 10Y | +23.7% | +192.5% | -168.8% | -34.2% |
| All | +23.7% | +190.5% | -166.8% | -34.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling