-37.6%
SMCI vs IBN
+4.2%
-41.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.8% | -9.5% | -7.8% |
| 7D | -17.3% | +8.9% | -26.3% | -21.8% |
| 30D | -31.5% | +12.6% | -44.1% | -37.6% |
| 3M | -6.6% | +3.1% | -9.7% | -8.3% |
| 6M | +6.0% | +20.6% | -14.6% | -12.5% |
| YTD | +1.1% | +5.8% | -4.7% | -7.0% |
| 1Y | -37.6% | +3.7% | -41.2% | -42.8% |
| All | -37.6% | +4.2% | -41.8% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling