+73.6%
IWD vs SMTC
+110.0%
-36.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.0% | -10.8% | -1.8% |
| 7D | -0.2% | +22.9% | -23.1% | -2.2% |
| 30D | -0.8% | +16.6% | -17.4% | -2.7% |
| 3M | +8.0% | +2.4% | +5.6% | +6.6% |
| 6M | +18.2% | +98.3% | -80.1% | +7.5% |
| YTD | +22.3% | +120.7% | -98.4% | +9.7% |
| 1Y | +28.9% | +168.3% | -139.4% | +12.6% |
| 3Y | +71.5% | +571.7% | -500.2% | +23.1% |
| 5Y | +73.6% | +114.0% | -40.4% | +49.8% |
| All | +73.6% | +110.0% | -36.4% | +49.8% |
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