+413.4%
IWF vs TECH
+189.9%
+223.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.9% | -0.4% | -0.5% | -0.8% |
| 30D | -1.7% | 0.0% | -1.7% | -1.7% |
| 3M | +0.7% | +33.7% | -33.0% | -9.0% |
| 6M | +8.6% | +34.9% | -26.3% | -3.9% |
| YTD | +3.5% | +23.2% | -19.6% | -6.1% |
| 1Y | +7.0% | +36.3% | -29.3% | -7.1% |
| 3Y | +76.3% | +2.3% | +74.1% | +60.6% |
| 5Y | +74.8% | -42.9% | +117.6% | +98.6% |
| All | +413.4% | +189.9% | +223.5% | +186.0% |
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