+83.6%
IYR vs TECH
+187.9%
-104.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +6.6% | +0.5% | +6.0% | +6.4% |
| 3M | -1.8% | +1.1% | -2.9% | -2.1% |
| 6M | +1.4% | +62.8% | -61.4% | -10.7% |
| YTD | +10.5% | +24.5% | -13.9% | +2.4% |
| 1Y | +10.6% | +20.6% | -10.0% | +3.2% |
| 3Y | +41.8% | +29.5% | +12.3% | +24.2% |
| 5Y | +6.0% | -40.9% | +47.0% | +14.0% |
| All | +83.6% | +187.9% | -104.3% | +25.0% |
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