+5.0%
SMCI vs IWD
+85.1%
-80.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.9% |
| 7D | -6.6% | +2.3% | -8.8% | -10.6% |
| 30D | -24.9% | +3.6% | -28.5% | -30.3% |
| 3M | -31.4% | +2.2% | -33.5% | -34.5% |
| 6M | -16.0% | +13.0% | -29.0% | -33.7% |
| YTD | -8.2% | +26.5% | -34.7% | -39.6% |
| 1Y | -23.4% | +30.1% | -53.6% | -52.0% |
| 3Y | +5.0% | +84.9% | -79.8% | -75.2% |
| All | +5.0% | +85.1% | -80.1% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 3y: compounded portfolio wealth divided by compounded IWD 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…
3y analysis · Full analysis span regression · 6 months rolling