+356.3%
IGV vs SMTC
+516.8%
-160.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | 0.0% |
| 7D | -5.4% | +17.5% | -22.9% | -9.1% |
| 30D | -2.6% | +21.3% | -23.9% | -8.0% |
| 3M | +10.5% | +3.1% | +7.4% | +6.0% |
| 6M | +18.2% | +81.7% | -63.5% | -4.4% |
| YTD | -4.2% | +115.9% | -120.2% | -26.6% |
| 1Y | -9.8% | +157.8% | -167.6% | -34.9% |
| 3Y | +39.1% | +557.3% | -518.2% | -36.4% |
| 5Y | +21.2% | +114.7% | -93.5% | -19.9% |
| All | +356.3% | +516.8% | -160.5% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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