+4,090.0%
SMH vs IAG
+368.9%
+3,721.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.3% |
| 7D | +5.2% | +4.3% | +1.0% | +4.8% |
| 30D | -1.5% | +9.8% | -11.3% | -2.4% |
| 3M | -4.1% | +28.9% | -33.0% | -6.4% |
| 6M | +50.8% | -7.6% | +58.3% | +51.0% |
| YTD | +59.3% | +22.0% | +37.4% | +55.4% |
| 1Y | +94.1% | +99.5% | -5.4% | +81.6% |
| 3Y | +286.7% | +818.3% | -531.5% | +215.7% |
| 5Y | +339.4% | +785.9% | -446.5% | +249.5% |
| 10Y | +1,803.3% | +381.1% | +1,422.2% | +1,404.4% |
| All | +4,090.0% | +368.9% | +3,721.1% | +2,887.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling