+15.4%
TECH vs IRE
-97.3%
+112.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.1% |
| 7D | +0.2% | -15.5% | +15.7% | +0.2% |
| 30D | +0.5% | -70.4% | +70.9% | +0.4% |
| 3M | +0.9% | -81.6% | +82.5% | +0.7% |
| 6M | +51.0% | -94.7% | +145.7% | +50.6% |
| YTD | +24.4% | -91.8% | +116.1% | +19.2% |
| 1Y | +27.6% | -97.6% | +125.1% | +23.6% |
| All | +15.4% | -97.3% | +112.7% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling