+7,573.8%
TECH vs IRM
+9,964.6%
-2,390.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.4% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | +0.7% | -8.1% | +8.8% | +2.5% |
| 3M | +36.3% | -9.7% | +46.0% | +39.1% |
| 6M | +25.6% | +10.0% | +15.6% | +22.2% |
| YTD | +23.7% | +43.0% | -19.3% | +13.0% |
| 1Y | +37.6% | +32.7% | +5.0% | +27.6% |
| 3Y | -6.6% | +102.7% | -109.3% | -21.5% |
| 5Y | -42.2% | +187.6% | -229.8% | -55.1% |
| 10Y | +187.6% | +420.1% | -232.5% | +92.0% |
| All | +7,573.8% | +9,964.6% | -2,390.8% | +2,930.2% |
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 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