+1,237.1%
SMH vs IJH
+949.5%
+287.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -1.4% |
| 7D | +1.4% | -2.5% | +3.9% | +4.4% |
| 30D | -2.2% | -5.0% | +2.8% | +3.9% |
| 3M | -1.9% | +0.5% | -2.4% | -1.8% |
| 6M | +41.0% | +8.2% | +32.8% | +30.6% |
| YTD | +55.6% | +12.5% | +43.1% | +38.1% |
| 1Y | +86.8% | +14.4% | +72.4% | +62.9% |
| 3Y | +277.7% | +49.5% | +228.2% | +145.5% |
| 5Y | +324.2% | +47.8% | +276.4% | +185.7% |
| 10Y | +1,828.6% | +180.4% | +1,648.2% | +509.9% |
| All | +1,237.1% | +949.5% | +287.6% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling