+745.7%
IWD vs SMTC
+372.9%
+372.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.6% | +0.4% |
| 7D | +1.6% | -10.9% | +12.5% | +2.8% |
| 30D | +3.6% | -39.4% | +43.0% | +11.0% |
| 3M | +2.0% | -13.5% | +15.6% | +1.6% |
| 6M | +13.1% | -6.8% | +19.9% | +8.6% |
| YTD | +26.2% | +54.0% | -27.8% | +9.5% |
| 1Y | +29.6% | +50.8% | -21.2% | +12.4% |
| 3Y | +84.3% | +677.3% | -593.0% | +5.3% |
| 5Y | +73.4% | +28.7% | +44.7% | +34.6% |
| 10Y | +202.4% | +339.9% | -137.4% | +74.1% |
| All | +745.7% | +372.9% | +372.8% | +310.4% |
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