+707.1%
IYR vs TECH
+518.9%
+188.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.4% |
| YTD | +10.5% | +24.5% | -13.9% | +3.2% |
| 1Y | +10.6% | +20.6% | -10.0% | +3.9% |
| 3Y | +41.8% | +29.5% | +12.3% | +27.4% |
| 5Y | +6.0% | -40.9% | +47.0% | +11.4% |
| 10Y | +86.7% | +189.5% | -102.8% | +36.5% |
| All | +707.1% | +518.9% | +188.2% | +390.8% |
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