+1,181.9%
TECH vs IBB
+560.8%
+621.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.6% |
| 7D | +0.1% | +1.4% | -1.3% | -0.9% |
| 30D | +0.7% | +10.5% | -9.8% | -6.5% |
| 3M | +36.3% | +23.6% | +12.7% | +16.7% |
| 6M | +25.6% | +22.6% | +2.9% | +7.8% |
| YTD | +23.7% | +25.7% | -2.0% | +4.3% |
| 1Y | +37.6% | +51.4% | -13.7% | +2.2% |
| 3Y | -6.6% | +64.4% | -71.0% | -32.8% |
| 5Y | -42.2% | +22.1% | -64.4% | -49.0% |
| 10Y | +187.6% | +132.5% | +55.1% | +65.1% |
| All | +1,181.9% | +560.8% | +621.1% | +204.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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