+87.6%
SMH vs IYR
+6.2%
+81.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.6% |
| 7D | +0.3% | -1.4% | +1.6% | +0.1% |
| 30D | -2.8% | -2.7% | -0.1% | -3.1% |
| 3M | -6.7% | -2.1% | -4.6% | -7.4% |
| 6M | +41.8% | +3.6% | +38.2% | +36.0% |
| YTD | +57.9% | +8.1% | +49.7% | +51.2% |
| 1Y | +87.6% | +4.7% | +82.9% | +77.0% |
| All | +87.6% | +6.2% | +81.4% | +77.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling