+749.4%
IWD vs SMTC
+421.8%
+327.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.3% | -9.9% | -1.3% |
| 7D | -0.6% | +12.9% | -13.4% | -3.1% |
| 30D | +3.6% | -25.6% | +29.2% | +7.3% |
| 3M | +2.7% | -4.5% | +7.2% | +0.4% |
| 6M | +13.2% | -8.3% | +21.5% | +9.2% |
| YTD | +26.8% | +69.9% | -43.2% | +8.1% |
| 1Y | +29.3% | +73.9% | -44.6% | +9.4% |
| 3Y | +85.1% | +757.7% | -672.5% | +3.9% |
| 5Y | +74.2% | +38.7% | +35.5% | +33.5% |
| 10Y | +204.6% | +376.1% | -171.5% | +73.0% |
| All | +749.4% | +421.8% | +327.7% | +305.2% |
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