+1,218.3%
SMH vs IYR
+699.9%
+518.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +5.2% | -0.4% | +5.6% | +5.4% |
| 30D | -1.5% | -2.5% | +1.0% | -0.1% |
| 3M | -4.1% | +1.5% | -5.5% | -5.6% |
| 6M | +50.8% | +3.9% | +46.9% | +46.3% |
| YTD | +59.3% | +9.5% | +49.8% | +49.9% |
| 1Y | +94.1% | +7.5% | +86.6% | +84.3% |
| 3Y | +286.7% | +30.8% | +255.9% | +224.9% |
| 5Y | +339.4% | +4.8% | +334.6% | +322.4% |
| 10Y | +1,803.3% | +64.3% | +1,738.9% | +1,315.8% |
| All | +1,218.3% | +699.9% | +518.4% | +217.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling