+327.2%
SMH vs IBKR
+495.5%
-168.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.4% |
| 7D | +0.3% | -1.3% | +1.6% | +0.9% |
| 30D | -2.8% | -0.2% | -2.6% | -3.0% |
| 3M | -6.7% | +3.0% | -9.7% | -8.7% |
| 6M | +41.8% | +33.9% | +7.9% | +21.2% |
| YTD | +57.9% | +42.5% | +15.4% | +30.1% |
| 1Y | +87.6% | +44.9% | +42.8% | +53.0% |
| 3Y | +282.9% | +293.0% | -10.1% | +83.9% |
| All | +327.2% | +495.5% | -168.3% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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