-45.9%
SMR vs IBB
+76.9%
-122.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.8% | +4.3% | +4.1% |
| 7D | +1.7% | +2.7% | -1.0% | -0.4% |
| 30D | -24.4% | +6.3% | -30.8% | -28.6% |
| 3M | -44.6% | +11.1% | -55.7% | -50.2% |
| 6M | -56.7% | +29.2% | -85.9% | -67.2% |
| YTD | -61.6% | +30.2% | -91.8% | -70.6% |
| 1Y | -82.1% | +39.5% | -121.6% | -87.2% |
| 3Y | +161.5% | +92.3% | +69.2% | +47.3% |
| All | -45.9% | +76.9% | -122.8% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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