+327.2%
SMH vs IBN
+58.3%
+268.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +0.5% |
| 7D | +0.3% | -3.0% | +3.3% | +1.8% |
| 30D | -2.8% | -1.5% | -1.3% | -2.2% |
| 3M | -6.7% | +7.9% | -14.6% | -10.7% |
| 6M | +41.8% | +8.6% | +33.1% | +35.0% |
| YTD | +57.9% | -0.6% | +58.4% | +57.0% |
| 1Y | +87.6% | -7.3% | +95.0% | +92.6% |
| 3Y | +282.9% | +26.2% | +256.7% | +217.8% |
| All | +327.2% | +58.3% | +268.9% | +194.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling