+282.9%
SMH vs IJR
+52.1%
+230.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +0.9% | +0.9% |
| 7D | +0.3% | -2.2% | +2.4% | +2.6% |
| 30D | -2.8% | -4.6% | +1.8% | +2.2% |
| 3M | -6.7% | +0.2% | -6.9% | -6.6% |
| 6M | +41.8% | +14.7% | +27.1% | +25.1% |
| YTD | +57.9% | +18.9% | +39.0% | +34.7% |
| 1Y | +87.6% | +19.9% | +67.7% | +58.8% |
| 3Y | +282.9% | +53.0% | +229.9% | +166.7% |
| All | +282.9% | +52.1% | +230.9% | +166.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling