+1,237.1%
SMH vs IFF
+348.6%
+888.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | +1.4% | -2.8% | +4.2% | +2.7% |
| 30D | -2.2% | -1.1% | -1.1% | -1.9% |
| 3M | -1.9% | +13.8% | -15.7% | -8.5% |
| 6M | +41.0% | +16.7% | +24.3% | +28.4% |
| YTD | +55.6% | +26.1% | +29.5% | +35.7% |
| 1Y | +86.8% | +33.5% | +53.3% | +57.5% |
| 3Y | +277.7% | +31.6% | +246.1% | +211.2% |
| 5Y | +324.2% | -34.9% | +359.0% | +375.3% |
| 10Y | +1,828.6% | -20.3% | +1,848.9% | +1,735.7% |
| All | +1,237.1% | +348.6% | +888.6% | +364.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling