-42.4%
TECH vs IRM
+189.3%
-231.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.7% |
| 7D | +0.1% | -0.5% | +0.6% | +0.3% |
| 30D | +0.7% | -8.1% | +8.8% | +4.1% |
| 3M | +36.3% | -9.7% | +46.0% | +41.4% |
| 6M | +25.6% | +10.0% | +15.6% | +18.6% |
| YTD | +23.7% | +43.0% | -19.3% | +2.3% |
| 1Y | +37.6% | +32.7% | +5.0% | +17.0% |
| 3Y | -6.6% | +102.7% | -109.3% | -39.0% |
| All | -42.4% | +189.3% | -231.7% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling