+392.8%
IWF vs TECH
+187.7%
+205.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | +5.3% | +0.2% | +5.0% | +5.2% |
| 30D | -8.6% | +0.5% | -9.1% | -8.7% |
| 3M | -6.5% | +1.0% | -7.5% | -6.8% |
| 6M | -5.6% | +54.1% | -59.7% | -18.7% |
| YTD | -1.5% | +24.4% | -25.9% | -11.0% |
| 1Y | -2.8% | +19.3% | -22.1% | -11.0% |
| 3Y | +67.1% | +28.5% | +38.6% | +38.6% |
| 5Y | +57.6% | -41.0% | +98.6% | +77.6% |
| All | +392.8% | +187.7% | +205.1% | +171.1% |
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