+44.9%
SMH vs IP
-4.7%
+49.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.3% | +6.2% | +5.1% |
| 7D | +0.5% | -2.8% | +3.3% | +1.1% |
| 30D | -14.2% | +9.2% | -23.4% | -15.5% |
| 3M | -11.5% | -16.1% | +4.6% | -9.0% |
| 6M | -12.0% | +9.6% | -21.6% | -14.7% |
| YTD | +40.8% | -8.8% | +49.5% | +41.5% |
| 1Y | +44.9% | -5.5% | +50.4% | +44.8% |
| All | +44.9% | -4.7% | +49.6% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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