+87.6%
SMH vs IRM
+22.0%
+65.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +0.5% |
| 7D | +0.3% | -1.4% | +1.7% | +0.9% |
| 30D | -2.8% | -7.4% | +4.6% | +0.8% |
| 3M | -6.7% | -7.4% | +0.6% | -3.7% |
| 6M | +41.8% | +8.7% | +33.1% | +37.4% |
| YTD | +57.9% | +40.9% | +16.9% | +39.1% |
| 1Y | +87.6% | +20.5% | +67.1% | +73.7% |
| All | +87.6% | +22.0% | +65.6% | +73.7% |
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