+189.3%
TECH vs IRM
+520.0%
-330.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +0.1% | +6.8% | -6.6% | -1.8% |
| 30D | +0.5% | +2.6% | -2.1% | -0.6% |
| 3M | +1.1% | -9.5% | +10.6% | +3.5% |
| 6M | +62.8% | -8.5% | +71.3% | +65.7% |
| YTD | +24.5% | +40.3% | -15.8% | +9.6% |
| 1Y | +20.6% | +28.7% | -8.0% | +9.1% |
| 3Y | +29.5% | +111.8% | -82.4% | -0.4% |
| 5Y | -40.9% | +189.1% | -230.0% | -58.3% |
| All | +189.3% | +520.0% | -330.7% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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