+1,817.6%
SMH vs IRM
+440.8%
+1,376.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +0.6% |
| 7D | +0.3% | -1.4% | +1.7% | +0.9% |
| 30D | -2.8% | -7.4% | +4.6% | +0.4% |
| 3M | -6.7% | -7.4% | +0.6% | -3.8% |
| 6M | +41.8% | +8.7% | +33.1% | +36.6% |
| YTD | +57.9% | +40.9% | +16.9% | +35.9% |
| 1Y | +87.6% | +20.5% | +67.1% | +71.7% |
| 3Y | +282.9% | +101.7% | +181.2% | +177.2% |
| 5Y | +330.4% | +197.7% | +132.7% | +164.6% |
| All | +1,817.6% | +440.8% | +1,376.8% | +786.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling