+233.7%
SMH vs IP
-13.5%
+247.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.4% |
| 7D | +4.9% | -0.3% | +5.2% | +5.0% |
| 30D | -13.8% | +7.9% | -21.7% | -16.0% |
| 3M | -17.4% | -15.3% | -2.1% | -13.2% |
| 6M | -15.0% | +10.5% | -25.5% | -19.1% |
| YTD | +35.2% | -9.4% | +44.5% | +35.6% |
| 1Y | +41.6% | -4.6% | +46.2% | +39.0% |
| 3Y | +215.6% | +21.2% | +194.4% | +160.1% |
| All | +233.7% | -13.5% | +247.2% | +217.2% |
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 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