-12.3%
IP vs TECH
-39.6%
+27.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -3.9% |
| 7D | -5.0% | -0.1% | -4.9% | -5.0% |
| 30D | +6.5% | +0.3% | +6.2% | +6.5% |
| 3M | -18.0% | +1.0% | -19.1% | -18.2% |
| 6M | +10.3% | +28.6% | -18.3% | +2.2% |
| YTD | -9.9% | +24.1% | -34.0% | -16.3% |
| 1Y | -1.1% | +21.9% | -23.0% | -7.7% |
| 3Y | +13.0% | +25.7% | -12.7% | +0.3% |
| 5Y | -12.3% | -40.2% | +27.9% | -15.0% |
| All | -12.3% | -39.6% | +27.4% | -15.0% |
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