+96.2%
SMH vs IBN
-4.0%
+100.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | +2.5% | +1.4% | +1.1% | +2.1% |
| 30D | -0.5% | -0.3% | -0.1% | -0.4% |
| 3M | -9.6% | +17.1% | -26.8% | -14.1% |
| 6M | +42.1% | +3.4% | +38.7% | +36.8% |
| YTD | +57.4% | +2.5% | +54.9% | +52.3% |
| 1Y | +96.2% | -4.2% | +100.4% | +90.5% |
| All | +96.2% | -4.0% | +100.2% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling