+3,468.8%
SMH vs IBKR
+1,349.8%
+2,119.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +0.5% |
| 7D | +0.3% | -1.3% | +1.6% | +0.8% |
| 30D | -2.8% | -0.2% | -2.6% | -3.0% |
| 3M | -6.7% | +3.0% | -9.7% | -8.3% |
| 6M | +41.8% | +33.9% | +7.9% | +24.7% |
| YTD | +57.9% | +42.5% | +15.4% | +34.8% |
| 1Y | +87.6% | +44.9% | +42.8% | +58.8% |
| 3Y | +282.9% | +293.0% | -10.1% | +109.8% |
| 5Y | +330.4% | +497.7% | -167.2% | +95.3% |
| 10Y | +1,857.0% | +1,004.4% | +852.6% | +571.5% |
| All | +3,468.8% | +1,349.8% | +2,119.0% | +788.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling