+4,477.6%
SMCI vs IFF
+173.6%
+4,304.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.5% | +7.8% | +7.6% |
| 7D | +1.3% | -3.2% | +4.5% | +3.0% |
| 30D | +6.6% | -0.3% | +6.9% | +6.7% |
| 3M | +25.4% | +8.4% | +17.0% | +18.1% |
| 6M | +26.1% | +23.0% | +3.1% | +12.4% |
| YTD | +37.0% | +25.5% | +11.5% | +20.3% |
| 1Y | -8.8% | +29.1% | -37.8% | -22.1% |
| 3Y | +44.6% | +31.7% | +12.9% | +23.5% |
| 5Y | +995.9% | -35.2% | +1,031.1% | +1,187.7% |
| 10Y | +1,801.4% | -20.7% | +1,822.1% | +1,676.9% |
| All | +4,477.6% | +173.6% | +4,304.0% | +1,509.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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