+1,817.6%
SMH vs IYR
+69.7%
+1,747.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +0.9% |
| 7D | +0.3% | -1.4% | +1.6% | +1.3% |
| 30D | -2.8% | -2.7% | -0.1% | -1.0% |
| 3M | -6.7% | -2.1% | -4.6% | -6.1% |
| 6M | +41.8% | +3.6% | +38.2% | +36.5% |
| YTD | +57.9% | +8.1% | +49.7% | +47.1% |
| 1Y | +87.6% | +4.7% | +82.9% | +78.7% |
| 3Y | +282.9% | +29.1% | +253.8% | +205.6% |
| 5Y | +330.4% | +6.9% | +323.5% | +299.0% |
| All | +1,817.6% | +69.7% | +1,747.9% | +1,183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 10y: compounded portfolio wealth divided by compounded IYR 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…
10y analysis · Full analysis span regression · 6 months rolling