+26.5%
IP vs SMTC
+313.7%
-287.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.7% | -11.9% | -1.2% |
| 7D | -5.1% | -19.0% | +13.9% | -2.4% |
| 30D | +8.5% | -46.7% | +55.3% | +18.5% |
| 3M | -13.8% | -23.4% | +9.6% | -12.7% |
| 6M | +5.7% | -13.4% | +19.1% | +2.1% |
| YTD | -9.1% | +40.1% | -49.2% | -21.3% |
| 1Y | -0.8% | +47.7% | -48.5% | -15.4% |
| 3Y | +14.8% | +606.9% | -592.1% | -40.5% |
| 5Y | -11.5% | +14.4% | -25.9% | -28.3% |
| All | +26.5% | +313.7% | -287.2% | -33.0% |
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