+282.9%
SMH vs IFF
+29.0%
+253.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +0.3% | -3.2% | +3.4% | +1.1% |
| 30D | -2.8% | -0.3% | -2.5% | -2.8% |
| 3M | -6.7% | +8.4% | -15.2% | -9.3% |
| 6M | +41.8% | +23.0% | +18.7% | +32.3% |
| YTD | +57.9% | +25.5% | +32.4% | +45.2% |
| 1Y | +87.6% | +29.1% | +58.6% | +70.4% |
| 3Y | +282.9% | +31.7% | +251.3% | +244.2% |
| All | +282.9% | +29.0% | +253.9% | +244.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 3y: compounded portfolio wealth divided by compounded IFF 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…
3y analysis · Full analysis span regression · 6 months rolling