+21.2%
IGV vs SMTC
+116.8%
-95.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -1.5% | +22.5% | -24.0% | -5.1% |
| 30D | -3.0% | +24.9% | -27.9% | -7.5% |
| 3M | +9.6% | +4.1% | +5.5% | +6.3% |
| 6M | +16.1% | +92.6% | -76.4% | -2.4% |
| YTD | -3.6% | +122.5% | -126.1% | -21.9% |
| 1Y | -7.8% | +166.2% | -174.1% | -28.8% |
| 3Y | +40.0% | +577.2% | -537.2% | -25.1% |
| 5Y | +21.2% | +119.0% | -97.8% | +6.9% |
| All | +21.2% | +116.8% | -95.6% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling