+233.7%
SMH vs IRM
+187.5%
+46.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.6% |
| 7D | +4.9% | +6.8% | -1.9% | +1.3% |
| 30D | -13.8% | +2.6% | -16.4% | -14.6% |
| 3M | -17.4% | -9.5% | -7.9% | -12.8% |
| 6M | -15.0% | -8.5% | -6.5% | -10.8% |
| YTD | +35.2% | +40.3% | -5.1% | +13.4% |
| 1Y | +41.6% | +28.7% | +12.9% | +23.9% |
| 3Y | +215.6% | +111.8% | +103.8% | +99.9% |
| All | +233.7% | +187.5% | +46.2% | +75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling