+1,269.2%
SMH vs IBN
+1,309.0%
-39.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.9% |
| 7D | +5.2% | -2.2% | +7.4% | +5.8% |
| 30D | -1.5% | -2.3% | +0.7% | -1.0% |
| 3M | -4.1% | +15.9% | -19.9% | -7.9% |
| 6M | +50.8% | +5.6% | +45.2% | +48.3% |
| YTD | +59.3% | -0.1% | +59.4% | +58.9% |
| 1Y | +94.1% | -6.5% | +100.6% | +96.6% |
| 3Y | +286.7% | +29.3% | +257.4% | +257.3% |
| 5Y | +339.4% | +56.6% | +282.9% | +286.8% |
| 10Y | +1,803.3% | +314.4% | +1,488.9% | +1,147.7% |
| All | +1,269.2% | +1,309.0% | -39.7% | +314.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling