+356.7%
IP vs SMTC
+62,999.7%
-62,643.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.2% |
| 6M | -10.2% | +64.8% | -75.0% | -17.0% |
| YTD | -2.0% | +100.7% | -102.7% | -11.6% |
| 1Y | -19.1% | +146.9% | -166.0% | -29.0% |
| 3Y | +20.9% | +456.8% | -436.0% | -8.6% |
| 5Y | -17.8% | +89.2% | -107.1% | -31.5% |
| 10Y | +23.5% | +426.9% | -403.3% | -9.2% |
| All | +356.7% | +62,999.7% | -62,643.0% | +160.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling