+50.5%
IVZ vs TECH
+204.1%
-153.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.7% |
| 7D | +4.1% | +0.2% | +3.9% | +4.0% |
| 30D | -2.0% | +0.5% | -2.5% | -2.2% |
| 3M | -7.8% | +0.9% | -8.7% | -8.1% |
| 6M | +6.3% | +51.0% | -44.7% | -11.6% |
| YTD | +12.6% | +24.4% | -11.8% | -0.7% |
| 1Y | +27.6% | +27.6% | +0.1% | +11.0% |
| 3Y | +154.0% | +29.9% | +124.1% | +107.7% |
| 5Y | +37.3% | -40.6% | +77.9% | +55.0% |
| 10Y | +50.5% | +196.7% | -146.2% | -28.2% |
| All | +50.5% | +204.1% | -153.6% | -28.2% |
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