+700.6%
IYR vs TECH
+515.1%
+185.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.2% | +0.1% | -1.4% | -1.3% |
| 30D | -2.9% | +0.7% | -3.6% | -3.0% |
| 3M | +0.8% | +36.3% | -35.5% | -6.3% |
| 6M | +1.9% | +25.6% | -23.7% | -4.7% |
| YTD | +9.6% | +23.7% | -14.1% | +2.5% |
| 1Y | +8.1% | +37.6% | -29.6% | -1.8% |
| 3Y | +29.2% | -6.6% | +35.8% | +24.7% |
| 5Y | +4.3% | -42.2% | +46.5% | +10.0% |
| 10Y | +64.7% | +187.6% | -122.9% | +20.5% |
| All | +700.6% | +515.1% | +185.5% | +387.5% |
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