-12.4%
IP vs SMTC
+13.5%
-25.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.7% | -11.9% | -0.4% |
| 7D | -5.1% | -19.0% | +13.9% | -3.5% |
| 30D | +8.5% | -46.7% | +55.3% | +14.5% |
| 3M | -13.8% | -23.4% | +9.6% | -13.2% |
| 6M | +5.7% | -13.4% | +19.1% | +3.3% |
| YTD | -9.1% | +40.1% | -49.2% | -17.4% |
| 1Y | -0.8% | +47.7% | -48.5% | -10.7% |
| 3Y | +14.8% | +606.9% | -592.1% | -25.0% |
| All | -12.4% | +13.5% | -25.8% | -27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling