-16.1%
IP vs SMTC
+91.8%
-107.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.2% | -7.0% | +1.2% |
| 7D | -5.3% | +12.7% | -18.0% | -6.5% |
| 30D | -10.9% | +22.0% | -32.8% | -13.2% |
| 3M | +11.2% | -12.7% | +23.8% | +11.4% |
| 6M | -10.2% | +64.8% | -75.0% | -17.7% |
| YTD | -2.0% | +100.7% | -102.7% | -12.7% |
| 1Y | -19.1% | +146.9% | -166.0% | -30.2% |
| 3Y | +20.9% | +456.8% | -436.0% | -13.8% |
| All | -16.1% | +91.8% | -107.9% | -33.1% |
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