-41.7%
TECH vs IAG
+766.8%
-808.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | +0.2% | +4.3% | -4.1% | -0.2% |
| 30D | +0.1% | +9.8% | -9.6% | -0.9% |
| 3M | +37.5% | +28.9% | +8.6% | +33.6% |
| 6M | +34.6% | -7.6% | +42.2% | +34.5% |
| YTD | +23.5% | +22.0% | +1.5% | +19.3% |
| 1Y | +34.4% | +99.5% | -65.1% | +22.7% |
| 3Y | +2.3% | +818.3% | -816.0% | -25.8% |
| 5Y | -41.7% | +785.9% | -827.6% | -57.7% |
| All | -41.7% | +766.8% | -808.5% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 5y: compounded portfolio wealth divided by compounded IAG 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…
5y analysis · Full analysis span regression · 6 months rolling