+327.2%
SMH vs IJR
+39.9%
+287.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +0.9% | +0.9% |
| 7D | +0.3% | -2.2% | +2.4% | +2.7% |
| 30D | -2.8% | -4.6% | +1.8% | +2.5% |
| 3M | -6.7% | +0.2% | -6.9% | -6.6% |
| 6M | +41.8% | +14.7% | +27.1% | +23.5% |
| YTD | +57.9% | +18.9% | +39.0% | +32.4% |
| 1Y | +87.6% | +19.9% | +67.7% | +55.9% |
| 3Y | +282.9% | +53.0% | +229.9% | +139.0% |
| All | +327.2% | +39.9% | +287.3% | +202.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling