+286.8%
SMH vs IRM
+102.2%
+184.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.5% |
| 7D | +4.3% | +3.0% | +1.3% | +2.8% |
| 30D | +0.9% | -5.2% | +6.1% | +3.5% |
| 3M | -2.8% | -8.0% | +5.2% | +0.9% |
| 6M | +45.6% | +9.2% | +36.5% | +39.4% |
| YTD | +59.5% | +41.0% | +18.5% | +34.9% |
| 1Y | +93.4% | +23.3% | +70.2% | +73.2% |
| All | +286.8% | +102.2% | +184.6% | +150.5% |
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