+1,253.2%
SMH vs IRM
+2,887.2%
-1,634.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +1.9% |
| 7D | +2.5% | -0.5% | +3.0% | +2.7% |
| 30D | -0.5% | -8.1% | +7.6% | +2.9% |
| 3M | -9.6% | -9.7% | 0.0% | -5.9% |
| 6M | +42.1% | +10.0% | +32.1% | +36.4% |
| YTD | +57.4% | +43.0% | +14.4% | +35.4% |
| 1Y | +96.2% | +32.7% | +63.5% | +73.1% |
| 3Y | +267.9% | +102.7% | +165.2% | +169.4% |
| 5Y | +327.7% | +187.6% | +140.1% | +169.2% |
| 10Y | +1,764.6% | +420.1% | +1,344.5% | +775.3% |
| All | +1,253.2% | +2,887.2% | -1,634.0% | +145.3% |
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 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