+177.6%
TECH vs IRM
+407.3%
-229.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +0.2% | +1.6% | -1.4% | -0.3% |
| 30D | +0.1% | -4.2% | +4.3% | +1.3% |
| 3M | +37.5% | -5.4% | +42.9% | +39.2% |
| 6M | +34.6% | +12.0% | +22.6% | +28.8% |
| YTD | +23.5% | +42.0% | -18.6% | +9.0% |
| 1Y | +34.4% | +29.9% | +4.5% | +21.6% |
| 3Y | +2.3% | +104.4% | -102.1% | -20.0% |
| 5Y | -41.7% | +191.0% | -232.7% | -58.7% |
| 10Y | +177.6% | +417.1% | -239.5% | +74.2% |
| All | +177.6% | +407.3% | -229.7% | +74.2% |
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