+349.9%
SMTC vs IBN
+1,532.9%
-1,183.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.7% | +9.9% | +9.4% |
| 7D | +12.7% | +1.4% | +11.3% | +12.3% |
| 30D | +22.0% | -0.3% | +22.3% | +22.0% |
| 3M | -12.7% | +17.1% | -29.8% | -16.5% |
| 6M | +64.8% | +3.4% | +61.4% | +63.3% |
| YTD | +100.7% | +2.5% | +98.2% | +99.3% |
| 1Y | +146.9% | -4.2% | +151.1% | +149.0% |
| 3Y | +456.8% | +32.4% | +424.4% | +411.0% |
| 5Y | +89.2% | +59.2% | +30.1% | +65.3% |
| 10Y | +426.9% | +345.7% | +81.2% | +237.7% |
| All | +349.9% | +1,532.9% | -1,183.1% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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