+945.3%
SMCI vs IP
+20.8%
+924.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.1% |
| 7D | -6.6% | -0.3% | -6.3% | -6.5% |
| 30D | -24.9% | +7.9% | -32.8% | -27.5% |
| 3M | -31.4% | -15.3% | -16.1% | -26.9% |
| 6M | -16.0% | +10.5% | -26.6% | -19.6% |
| YTD | -8.2% | -9.4% | +1.2% | -5.7% |
| 1Y | -23.4% | -4.6% | -18.8% | -23.0% |
| 3Y | +5.0% | +21.2% | -16.2% | -12.3% |
| 5Y | +514.9% | -13.3% | +528.2% | +497.4% |
| All | +945.3% | +20.8% | +924.5% | +770.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling