+3,454.8%
SMH vs IAG
+303.8%
+3,151.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.0% | -3.1% |
| 7D | +4.9% | -7.7% | +12.6% | +5.6% |
| 30D | -13.8% | +1.6% | -15.4% | -14.0% |
| 3M | -17.4% | -2.4% | -15.0% | -17.4% |
| 6M | -15.0% | -7.8% | -7.1% | -14.7% |
| YTD | +35.2% | +5.0% | +30.1% | +33.4% |
| 1Y | +41.6% | +25.7% | +15.9% | +37.7% |
| 3Y | +215.6% | +694.5% | -478.9% | +161.1% |
| 5Y | +233.2% | +421.7% | -188.5% | +175.9% |
| 10Y | +1,458.7% | +382.5% | +1,076.2% | +1,138.0% |
| All | +3,454.8% | +303.8% | +3,151.0% | +2,464.6% |
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