+15.9%
IP vs SMTC
+351.6%
-335.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -1.3% |
| 7D | -0.9% | +30.5% | -31.4% | -5.3% |
| 30D | +6.7% | -30.9% | +37.6% | +11.6% |
| 3M | -16.6% | -14.7% | -1.9% | -16.9% |
| 6M | +6.0% | -9.6% | +15.6% | +2.0% |
| YTD | -10.7% | +62.1% | -72.8% | -24.6% |
| 1Y | -6.7% | +66.6% | -73.3% | -21.9% |
| 3Y | +17.1% | +718.1% | -701.0% | -40.7% |
| 5Y | -14.6% | +32.8% | -47.4% | -32.5% |
| All | +15.9% | +351.6% | -335.6% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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