-9.7%
IP vs TECH
-41.1%
+31.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | -3.0% | +0.2% | -3.2% | -3.1% |
| 30D | +10.6% | +0.5% | +10.1% | +10.5% |
| 3M | -13.6% | +0.9% | -14.4% | -13.8% |
| 6M | +10.4% | +51.0% | -40.6% | -1.0% |
| YTD | -6.5% | +24.4% | -30.9% | -13.2% |
| 1Y | -2.1% | +27.6% | -29.7% | -9.8% |
| 3Y | +22.0% | +29.9% | -7.9% | +7.3% |
| 5Y | -9.7% | -40.6% | +30.9% | -13.1% |
| All | -9.7% | -41.1% | +31.4% | -13.1% |
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