+41.6%
SMH vs IP
-5.8%
+47.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.2% |
| 7D | +4.9% | -0.3% | +5.2% | +5.0% |
| 30D | -13.8% | +7.9% | -21.7% | -14.9% |
| 3M | -17.4% | -15.3% | -2.1% | -15.2% |
| 6M | -15.0% | +10.5% | -25.5% | -17.6% |
| YTD | +35.2% | -9.4% | +44.5% | +36.1% |
| 1Y | +41.6% | -4.6% | +46.2% | +41.2% |
| All | +41.6% | -5.8% | +47.4% | +41.2% |
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