+23.9%
IP vs SMTC
+463.0%
-439.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.2% | -7.0% | +1.5% |
| 7D | -5.3% | +12.7% | -18.0% | -6.2% |
| 30D | -10.9% | +22.0% | -32.8% | -12.6% |
| 3M | +11.2% | -12.7% | +23.8% | +11.5% |
| 6M | -10.2% | +64.8% | -75.0% | -16.2% |
| YTD | -2.0% | +100.7% | -102.7% | -10.6% |
| 1Y | -19.1% | +146.9% | -166.0% | -28.0% |
| All | +23.9% | +463.0% | -439.0% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling