+327.2%
SMH vs IEF
-9.5%
+336.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +0.3% | -1.3% | +1.6% | +0.5% |
| 30D | -2.8% | -1.7% | -1.0% | -2.5% |
| 3M | -6.7% | -2.5% | -4.2% | -6.3% |
| 6M | +41.8% | -3.3% | +45.0% | +42.4% |
| YTD | +57.9% | -2.8% | +60.7% | +58.5% |
| 1Y | +87.6% | -2.7% | +90.4% | +88.4% |
| 3Y | +282.9% | +8.9% | +274.0% | +274.1% |
| All | +327.2% | -9.5% | +336.7% | +274.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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