+968.5%
SMH vs IP
+165.9%
+802.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -4.0% | -7.3% | -9.6% |
| 7D | -20.3% | -5.0% | -15.3% | -18.6% |
| 30D | -29.2% | +6.5% | -35.7% | -31.2% |
| 3M | -21.4% | -18.0% | -3.4% | -15.5% |
| 6M | -14.3% | +10.3% | -24.7% | -19.2% |
| YTD | +24.3% | -9.9% | +34.2% | +25.0% |
| 1Y | +24.9% | -1.1% | +26.0% | +20.4% |
| 3Y | +203.5% | +13.0% | +190.5% | +164.2% |
| 5Y | +211.2% | -12.3% | +223.4% | +198.5% |
| 10Y | +1,376.1% | +26.8% | +1,349.3% | +1,045.7% |
| All | +968.5% | +165.9% | +802.7% | +446.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling