+196.7%
TECH vs IRM
+480.4%
-283.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -1.1% |
| 7D | +0.2% | -3.8% | +4.0% | +1.1% |
| 30D | +0.5% | -3.2% | +3.7% | +1.1% |
| 3M | +0.9% | -7.8% | +8.6% | +2.6% |
| 6M | +51.0% | -12.7% | +63.7% | +55.8% |
| YTD | +24.4% | +36.7% | -12.3% | +10.5% |
| 1Y | +27.6% | +10.0% | +17.5% | +21.1% |
| 3Y | +29.9% | +107.2% | -77.3% | +0.7% |
| 5Y | -40.6% | +181.6% | -222.2% | -57.6% |
| 10Y | +196.7% | +481.1% | -284.4% | +81.8% |
| All | +196.7% | +480.4% | -283.7% | +81.8% |
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