+200.5%
IWD vs SMTC
+504.7%
-304.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -1.2% | +22.5% | -23.7% | -4.3% |
| 30D | -1.6% | +24.9% | -26.5% | -5.6% |
| 3M | +7.0% | +4.1% | +2.9% | +4.3% |
| 6M | +17.0% | +92.6% | -75.6% | +1.7% |
| YTD | +21.6% | +122.5% | -100.8% | +2.8% |
| 1Y | +28.0% | +166.2% | -138.2% | +4.1% |
| 3Y | +70.6% | +577.2% | -506.6% | +2.4% |
| 5Y | +73.3% | +119.0% | -45.6% | +31.5% |
| 10Y | +200.5% | +527.9% | -327.4% | +65.3% |
| All | +200.5% | +504.7% | -304.2% | +65.3% |
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 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