+44.6%
IVZ vs TECH
+190.5%
-145.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.2% | +0.2% | +1.9% | +2.1% |
| 30D | -2.2% | +0.5% | -2.7% | -2.4% |
| 3M | -8.4% | +1.1% | -9.5% | -8.8% |
| 6M | +6.2% | +51.0% | -44.9% | -11.7% |
| YTD | +12.4% | +24.4% | -12.0% | -0.8% |
| 1Y | +26.0% | +27.4% | -1.4% | +9.7% |
| 3Y | +147.9% | +28.5% | +119.4% | +103.7% |
| 5Y | +38.8% | -40.9% | +79.6% | +56.9% |
| 10Y | +44.6% | +192.5% | -147.9% | -30.1% |
| All | +44.6% | +190.5% | -145.9% | -30.1% |
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 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