+1,770.3%
SMCI vs IGV
+365.3%
+1,405.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.0% |
| 7D | +1.3% | -2.9% | +4.2% | +3.9% |
| 30D | +6.6% | -1.5% | +8.1% | +7.4% |
| 3M | +25.4% | +11.7% | +13.8% | +11.2% |
| 6M | +26.1% | +18.4% | +7.7% | +7.2% |
| YTD | +37.0% | -3.9% | +40.9% | +39.4% |
| 1Y | -8.8% | -9.7% | +0.9% | -0.9% |
| 3Y | +44.6% | +38.4% | +6.2% | +17.1% |
| 5Y | +995.9% | +21.6% | +974.3% | +849.1% |
| All | +1,770.3% | +365.3% | +1,405.0% | +514.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 10y: compounded portfolio wealth divided by compounded IGV 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…
10y analysis · Full analysis span regression · 6 months rolling