+949.6%
TECH vs IAG
+377.5%
+572.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.1% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +0.7% | +28.9% | -28.2% | -0.5% |
| 3M | +36.3% | +19.1% | +17.2% | +35.0% |
| 6M | +25.6% | -10.3% | +35.8% | +25.6% |
| YTD | +23.7% | +24.2% | -0.5% | +21.7% |
| 1Y | +37.6% | +116.5% | -78.8% | +31.8% |
| 3Y | -6.6% | +742.8% | -749.4% | -16.9% |
| 5Y | -42.2% | +753.3% | -795.6% | -49.4% |
| 10Y | +187.6% | +403.2% | -215.6% | +150.6% |
| All | +949.6% | +377.5% | +572.1% | +814.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling