+216.7%
SMH vs IP
-12.0%
+228.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.4% |
| 7D | -11.2% | -5.1% | -6.1% | -9.7% |
| 30D | -25.8% | +8.5% | -34.3% | -27.8% |
| 3M | -18.8% | -13.8% | -5.0% | -15.2% |
| 6M | -15.6% | +5.7% | -21.3% | -18.6% |
| YTD | +28.8% | -9.1% | +38.0% | +29.1% |
| 1Y | +32.6% | -0.8% | +33.4% | +28.1% |
| 3Y | +213.6% | +14.8% | +198.8% | +166.9% |
| All | +216.7% | -12.0% | +228.7% | +201.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling