+96.2%
SMH vs IRM
+34.4%
+61.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +1.9% |
| 7D | +2.5% | -0.5% | +3.0% | +2.7% |
| 30D | -0.5% | -8.1% | +7.6% | +3.4% |
| 3M | -9.6% | -9.7% | 0.0% | -5.6% |
| 6M | +42.1% | +10.0% | +32.1% | +37.0% |
| YTD | +57.4% | +43.0% | +14.4% | +38.5% |
| 1Y | +96.2% | +32.7% | +63.5% | +79.2% |
| All | +96.2% | +34.4% | +61.8% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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