+938.5%
IGV vs SMTC
+284.3%
+654.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.9% |
| 7D | +2.3% | +11.0% | -8.7% | -1.1% |
| 30D | -6.0% | -28.5% | +22.5% | +1.5% |
| 3M | -4.8% | -14.2% | +9.4% | -5.6% |
| 6M | +14.2% | -18.0% | +32.2% | +9.7% |
| YTD | -4.2% | +55.5% | -59.7% | -27.4% |
| 1Y | -5.3% | +69.5% | -74.8% | -30.5% |
| 3Y | +38.8% | +699.7% | -660.9% | -51.4% |
| 5Y | +14.2% | +27.4% | -13.2% | -27.1% |
| 10Y | +357.6% | +335.7% | +21.9% | +65.0% |
| All | +938.5% | +284.3% | +654.2% | +191.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling