+1,817.6%
SMH vs IJR
+172.1%
+1,645.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +0.9% | +1.0% |
| 7D | +0.3% | -2.2% | +2.4% | +2.4% |
| 30D | -2.8% | -4.6% | +1.8% | +1.7% |
| 3M | -6.7% | +0.2% | -6.9% | -6.6% |
| 6M | +41.8% | +14.7% | +27.1% | +25.8% |
| YTD | +57.9% | +18.9% | +39.0% | +35.6% |
| 1Y | +87.6% | +19.9% | +67.7% | +59.9% |
| 3Y | +282.9% | +53.0% | +229.9% | +159.0% |
| 5Y | +330.4% | +40.9% | +289.5% | +219.5% |
| All | +1,817.6% | +172.1% | +1,645.5% | +781.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 10y: compounded portfolio wealth divided by compounded IJR 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…
10y analysis · Full analysis span regression · 6 months rolling