+7.5%
SMR vs IBB
+65.5%
-58.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.4% |
| 7D | +13.1% | -3.9% | +17.0% | +17.5% |
| 30D | +17.8% | +2.7% | +15.0% | +14.2% |
| 3M | +8.1% | +21.4% | -13.3% | -12.6% |
| 6M | -11.1% | +20.1% | -31.2% | -26.7% |
| YTD | -23.7% | +21.9% | -45.6% | -37.8% |
| 1Y | -69.4% | +44.1% | -113.5% | -78.7% |
| 3Y | +82.6% | +63.4% | +19.2% | +17.1% |
| All | +7.5% | +65.5% | -58.1% | -32.9% |
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