+538.5%
SMCI vs IP
-12.0%
+550.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +5.9% |
| 7D | -12.7% | -5.1% | -7.7% | -11.1% |
| 30D | -36.0% | +8.5% | -44.5% | -38.2% |
| 3M | -2.1% | -13.8% | +11.7% | +3.0% |
| 6M | -17.0% | +5.7% | -22.8% | -19.0% |
| YTD | -1.7% | -9.1% | +7.4% | +0.3% |
| 1Y | -28.7% | -0.8% | -27.9% | -29.3% |
| 3Y | +13.9% | +14.8% | -0.9% | -2.5% |
| All | +538.5% | -12.0% | +550.6% | +556.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling