-42.4%
TECH vs IBN
+61.6%
-103.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | +0.1% | +1.4% | -1.3% | -0.4% |
| 30D | +0.7% | -0.3% | +1.0% | +0.8% |
| 3M | +36.3% | +17.1% | +19.2% | +28.4% |
| 6M | +25.6% | +3.4% | +22.2% | +23.7% |
| YTD | +23.7% | +2.5% | +21.2% | +22.0% |
| 1Y | +37.6% | -4.2% | +41.8% | +38.8% |
| 3Y | -6.6% | +32.4% | -39.0% | -19.4% |
| All | -42.4% | +61.6% | -103.9% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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