+96.2%
SMH vs IOT
+14.9%
+81.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.1% | +2.6% |
| 7D | +2.5% | -2.3% | +4.8% | +2.5% |
| 30D | -0.5% | +3.8% | -4.3% | -0.4% |
| 3M | -9.6% | +14.2% | -23.8% | -9.4% |
| 6M | +42.1% | +40.1% | +2.0% | +39.2% |
| YTD | +57.4% | +13.4% | +44.0% | +60.1% |
| 1Y | +96.2% | +12.2% | +84.1% | +103.0% |
| All | +96.2% | +14.9% | +81.4% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling