+146.9%
SMTC vs IAG
+119.5%
+27.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.2% | +11.4% | +10.0% |
| 7D | +12.7% | -0.5% | +13.3% | +12.7% |
| 30D | +22.0% | +28.9% | -6.9% | +10.9% |
| 3M | -12.7% | +19.1% | -31.8% | -18.9% |
| 6M | +64.8% | -10.3% | +75.0% | +62.2% |
| YTD | +100.7% | +24.2% | +76.5% | +78.7% |
| 1Y | +146.9% | +116.5% | +30.4% | +96.4% |
| All | +146.9% | +119.5% | +27.4% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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