+215.6%
SMH vs IRM
+112.1%
+103.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.6% |
| 7D | +4.9% | +6.8% | -1.9% | +1.4% |
| 30D | -13.8% | +2.6% | -16.4% | -14.6% |
| 3M | -17.4% | -9.5% | -7.9% | -13.0% |
| 6M | -15.0% | -8.5% | -6.5% | -11.0% |
| YTD | +35.2% | +40.3% | -5.1% | +15.3% |
| 1Y | +41.6% | +28.7% | +12.9% | +25.6% |
| 3Y | +215.6% | +111.8% | +103.8% | +109.3% |
| All | +215.6% | +112.1% | +103.5% | +109.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling