+1,817.6%
SMH vs IAG
+427.6%
+1,390.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.4% |
| 7D | +0.3% | -1.1% | +1.3% | +0.4% |
| 30D | -2.8% | +12.1% | -14.9% | -4.0% |
| 3M | -6.7% | +25.5% | -32.2% | -9.1% |
| 6M | +41.8% | -7.1% | +48.9% | +41.6% |
| YTD | +57.9% | +22.9% | +35.0% | +53.3% |
| 1Y | +87.6% | +83.3% | +4.3% | +75.5% |
| 3Y | +282.9% | +808.5% | -525.6% | +209.0% |
| 5Y | +330.4% | +838.0% | -507.6% | +234.3% |
| All | +1,817.6% | +427.6% | +1,390.0% | +1,437.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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