+38.2%
IWM vs SMCI
+968.6%
-930.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.1% |
| 7D | -1.1% | +5.2% | -6.4% | -1.6% |
| 30D | -3.1% | +23.7% | -26.9% | -5.2% |
| 3M | +2.2% | -4.2% | +6.4% | +1.3% |
| 6M | +15.1% | +21.7% | -6.7% | +9.9% |
| YTD | +18.6% | +33.0% | -14.4% | +11.9% |
| 1Y | +24.0% | -9.3% | +33.3% | +20.7% |
| 3Y | +63.7% | +38.7% | +25.0% | +32.9% |
| 5Y | +38.2% | +967.2% | -929.0% | -30.2% |
| All | +38.2% | +968.6% | -930.4% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMCI.
Daily Out/Under-Performance
Portfolio return minus SMCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMCI 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 SMCI 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