+808.3%
IWM vs TECH
+870.9%
-62.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -1.3% | +0.7% | -2.0% | -1.5% |
| 3M | +1.6% | +36.3% | -34.7% | -8.9% |
| 6M | +13.6% | +25.6% | -12.0% | +2.9% |
| YTD | +20.8% | +23.7% | -2.9% | +9.4% |
| 1Y | +26.4% | +37.6% | -11.2% | +9.7% |
| 3Y | +60.7% | -6.6% | +67.3% | +53.4% |
| 5Y | +38.2% | -42.2% | +80.4% | +51.2% |
| 10Y | +169.5% | +187.6% | -18.1% | +71.4% |
| All | +808.3% | +870.9% | -62.7% | +281.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling