+215.6%
SMH vs IAG
+663.0%
-447.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.0% | -3.2% |
| 7D | +4.9% | -7.7% | +12.6% | +6.3% |
| 30D | -13.8% | +1.6% | -15.4% | -14.2% |
| 3M | -17.4% | -2.4% | -15.0% | -17.4% |
| 6M | -15.0% | -7.8% | -7.1% | -14.8% |
| YTD | +35.2% | +5.0% | +30.1% | +31.7% |
| 1Y | +41.6% | +25.7% | +15.9% | +34.3% |
| 3Y | +215.6% | +694.5% | -478.9% | +139.0% |
| All | +215.6% | +663.0% | -447.4% | +139.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling