+1,061.7%
SMH vs IRM
+2,830.3%
-1,768.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.7% |
| 7D | +4.9% | +6.8% | -1.9% | +2.1% |
| 30D | -13.8% | +2.6% | -16.4% | -14.5% |
| 3M | -17.4% | -9.5% | -7.9% | -13.7% |
| 6M | -15.0% | -8.5% | -6.5% | -11.6% |
| YTD | +35.2% | +40.3% | -5.1% | +17.5% |
| 1Y | +41.6% | +28.7% | +12.9% | +27.4% |
| 3Y | +215.6% | +111.8% | +103.8% | +128.0% |
| 5Y | +233.2% | +189.1% | +44.1% | +110.5% |
| 10Y | +1,458.7% | +519.8% | +938.9% | +586.9% |
| All | +1,061.7% | +2,830.3% | -1,768.6% | +112.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling