+35.2%
SMH vs IP
-3.2%
+38.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.4% | -0.6% |
| 7D | -6.7% | 0.0% | -6.8% | -6.6% |
| 30D | -19.8% | +9.4% | -29.2% | -21.0% |
| 3M | -15.1% | -14.1% | -1.0% | -13.0% |
| 6M | -14.6% | +9.2% | -23.8% | -17.2% |
| YTD | +34.3% | -7.5% | +41.8% | +34.7% |
| 1Y | +35.2% | -2.8% | +38.0% | +34.8% |
| All | +35.2% | -3.2% | +38.4% | +34.8% |
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