+281.7%
SMH vs IOT
+55.2%
+226.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | +0.9% |
| 7D | +4.3% | +5.1% | -0.7% | +3.2% |
| 30D | +0.9% | -3.0% | +3.9% | +1.3% |
| 3M | -2.8% | +15.0% | -17.8% | -6.9% |
| 6M | +45.6% | +13.1% | +32.5% | +38.3% |
| YTD | +59.5% | +9.0% | +50.4% | +50.8% |
| 1Y | +93.4% | +0.1% | +93.3% | +86.0% |
| 3Y | +287.1% | +26.4% | +260.7% | +235.1% |
| All | +281.7% | +55.2% | +226.4% | +180.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling