+23.9%
IP vs TECH
-6.2%
+30.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -5.3% | +0.1% | -5.4% | -5.3% |
| 30D | -10.9% | +0.7% | -11.6% | -11.0% |
| 3M | +11.2% | +36.3% | -25.2% | +2.9% |
| 6M | -10.2% | +25.6% | -35.8% | -16.3% |
| YTD | -2.0% | +23.7% | -25.7% | -8.4% |
| 1Y | -19.1% | +37.6% | -56.7% | -26.6% |
| All | +23.9% | -6.2% | +30.1% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling