+15.1%
TECH vs IRE
-98.0%
+113.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -33.9% | +33.8% | -0.1% |
| 7D | -0.1% | -57.1% | +57.1% | -0.2% |
| 30D | +0.3% | -84.4% | +84.7% | +0.1% |
| 3M | +1.0% | -85.0% | +86.0% | +0.8% |
| 6M | +28.6% | -95.2% | +123.8% | +27.9% |
| YTD | +24.1% | -93.9% | +118.0% | +18.8% |
| 1Y | +21.9% | -98.8% | +120.7% | +18.7% |
| All | +15.1% | -98.0% | +113.2% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling