+1,253.2%
SMH vs IP
+189.1%
+1,064.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +1.7% |
| 7D | +2.5% | -5.3% | +7.8% | +4.7% |
| 30D | -0.5% | -10.9% | +10.4% | +4.0% |
| 3M | -9.6% | +11.2% | -20.8% | -14.5% |
| 6M | +42.1% | -10.2% | +52.3% | +45.0% |
| YTD | +57.4% | -2.0% | +59.4% | +53.8% |
| 1Y | +96.2% | -19.1% | +115.3% | +105.1% |
| 3Y | +267.9% | +20.9% | +247.1% | +212.9% |
| 5Y | +327.7% | -17.8% | +345.5% | +322.7% |
| 10Y | +1,764.6% | +23.5% | +1,741.1% | +1,368.7% |
| All | +1,253.2% | +189.1% | +1,064.1% | +572.0% |
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