+954.6%
TECH vs IAG
+337.4%
+617.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.2% | -7.0% | -0.2% |
| 7D | +0.2% | +21.4% | -21.3% | -0.7% |
| 30D | +0.3% | +4.0% | -3.7% | +0.1% |
| 3M | +1.3% | +17.0% | -15.7% | +0.4% |
| 6M | +54.0% | +1.4% | +52.6% | +53.3% |
| YTD | +24.3% | +13.8% | +10.5% | +22.6% |
| 1Y | +25.8% | +55.8% | -30.0% | +22.3% |
| 3Y | +26.0% | +647.4% | -621.4% | +12.6% |
| 5Y | -40.1% | +519.1% | -559.3% | -47.0% |
| 10Y | +210.6% | +345.6% | -135.0% | +172.1% |
| All | +954.6% | +337.4% | +617.2% | +821.0% |
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