+387.3%
IWF vs TECH
+187.9%
+199.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | -7.5% | +0.5% | -8.1% | -7.7% |
| 3M | -8.5% | +1.1% | -9.6% | -8.8% |
| 6M | -7.4% | +62.8% | -70.2% | -21.6% |
| YTD | -2.6% | +24.5% | -27.1% | -12.0% |
| 1Y | -1.8% | +20.6% | -22.5% | -10.5% |
| 3Y | +65.5% | +29.5% | +36.0% | +36.8% |
| 5Y | +55.8% | -40.9% | +96.8% | +75.5% |
| All | +387.3% | +187.9% | +199.4% | +168.0% |
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 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