+282.9%
SMH vs IJH
+49.7%
+233.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +0.4% |
| 7D | +0.3% | -1.9% | +2.1% | +2.8% |
| 30D | -2.8% | -4.6% | +1.9% | +3.7% |
| 3M | -6.7% | -1.2% | -5.6% | -4.6% |
| 6M | +41.8% | +9.4% | +32.4% | +28.5% |
| YTD | +57.9% | +13.3% | +44.5% | +37.2% |
| 1Y | +87.6% | +13.4% | +74.3% | +63.3% |
| 3Y | +282.9% | +50.4% | +232.5% | +152.3% |
| All | +282.9% | +49.7% | +233.2% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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