+4,344.1%
SMCI vs IVZ
+188.7%
+4,155.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.0% |
| 7D | +5.2% | +1.2% | +4.0% | +4.7% |
| 30D | +23.7% | +1.8% | +22.0% | +22.8% |
| 3M | -4.2% | +15.7% | -20.0% | -9.8% |
| 6M | +21.7% | +36.3% | -14.6% | +7.3% |
| YTD | +33.0% | +24.9% | +8.1% | +21.8% |
| 1Y | -9.3% | +48.9% | -58.2% | -22.8% |
| 3Y | +38.7% | +136.8% | -98.1% | -4.9% |
| 5Y | +967.2% | +60.0% | +907.2% | +739.3% |
| 10Y | +1,745.9% | +63.4% | +1,682.5% | +1,188.4% |
| All | +4,344.1% | +188.7% | +4,155.4% | +1,947.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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