+7,610.9%
TECH vs IRM
+9,145.3%
-1,534.5%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | +0.2% | -8.6% | +8.8% | +2.0% |
| 30D | +0.3% | -8.0% | +8.3% | +2.0% |
| 3M | +1.3% | -12.0% | +13.3% | +3.8% |
| 6M | +54.0% | -18.2% | +72.1% | +59.9% |
| YTD | +24.3% | +31.4% | -7.1% | +15.3% |
| 1Y | +25.8% | +9.2% | +16.6% | +21.5% |
| 3Y | +26.0% | +94.6% | -68.6% | +6.5% |
| 5Y | -40.1% | +170.2% | -210.3% | -52.9% |
| 10Y | +210.6% | +464.3% | -253.7% | +104.0% |
| All | +7,610.9% | +9,145.3% | -1,534.5% | +2,992.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling