+726.5%
IWD vs SMTC
+516.2%
+210.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.2% | -9.9% | -2.2% |
| 7D | -0.3% | +12.7% | -13.0% | -2.4% |
| 30D | +0.6% | +22.0% | -21.4% | -3.7% |
| 3M | +7.2% | -12.7% | +19.9% | +7.3% |
| 6M | +16.2% | +64.8% | -48.6% | +2.5% |
| YTD | +23.3% | +100.7% | -77.4% | +4.5% |
| 1Y | +29.6% | +146.9% | -117.3% | +4.9% |
| 3Y | +70.5% | +456.8% | -386.4% | +5.8% |
| 5Y | +73.5% | +89.2% | -15.8% | +28.2% |
| 10Y | +198.3% | +426.9% | -228.5% | +70.3% |
| All | +726.5% | +516.2% | +210.3% | +291.9% |
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