+973.2%
IGV vs SMTC
+395.9%
+577.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +9.2% | -11.4% | -5.0% |
| 7D | -4.5% | +12.7% | -17.2% | -8.1% |
| 30D | +3.2% | +22.0% | -18.8% | -4.7% |
| 3M | +4.5% | -12.7% | +17.2% | +3.9% |
| 6M | +22.1% | +64.8% | -42.7% | -4.0% |
| YTD | -1.0% | +100.7% | -101.7% | -27.6% |
| 1Y | -2.1% | +146.9% | -149.0% | -34.2% |
| 3Y | +44.6% | +456.8% | -412.2% | -40.3% |
| 5Y | +22.2% | +89.2% | -67.1% | -28.7% |
| 10Y | +364.7% | +426.9% | -62.1% | +65.5% |
| All | +973.2% | +395.9% | +577.2% | +190.3% |
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