+277.8%
SMH vs IOT
+54.1%
+223.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | +0.3% | -4.5% | +4.8% | +1.2% |
| 30D | -2.8% | -2.4% | -0.3% | -2.5% |
| 3M | -6.7% | +19.0% | -25.7% | -11.3% |
| 6M | +41.8% | +19.6% | +22.1% | +32.9% |
| YTD | +57.9% | +8.3% | +49.6% | +49.5% |
| 1Y | +87.6% | -0.8% | +88.4% | +80.8% |
| 3Y | +282.9% | +24.4% | +258.5% | +232.7% |
| All | +277.8% | +54.1% | +223.7% | +177.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling