+188.9%
TECH vs IRM
+418.7%
-229.8%
-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% | +0.7% | +0.1% |
| 7D | -0.1% | +3.0% | -3.1% | -1.0% |
| 30D | +0.3% | -5.2% | +5.5% | +1.8% |
| 3M | +32.9% | -8.0% | +41.0% | +35.7% |
| 6M | +32.1% | +9.2% | +22.9% | +27.4% |
| YTD | +23.4% | +41.0% | -17.6% | +9.2% |
| 1Y | +34.1% | +23.3% | +10.8% | +23.4% |
| 3Y | +2.2% | +102.8% | -100.7% | -19.8% |
| 5Y | -41.8% | +192.8% | -234.6% | -58.6% |
| 10Y | +188.9% | +439.6% | -250.7% | +77.5% |
| All | +188.9% | +418.7% | -229.8% | +77.5% |
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