+2,967.4%
SMCI vs IWD
+388.8%
+2,578.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.7% |
| 7D | -6.6% | +2.3% | -8.8% | -8.9% |
| 30D | -24.9% | +3.6% | -28.5% | -27.9% |
| 3M | -31.4% | +2.2% | -33.5% | -33.1% |
| 6M | -16.0% | +13.0% | -29.0% | -26.1% |
| YTD | -8.2% | +26.5% | -34.7% | -27.7% |
| 1Y | -23.4% | +30.1% | -53.6% | -41.5% |
| 3Y | +5.0% | +84.9% | -79.8% | -44.3% |
| 5Y | +515.0% | +73.4% | +441.7% | +259.7% |
| 10Y | +953.7% | +204.0% | +749.7% | +247.0% |
| All | +2,967.4% | +388.8% | +2,578.6% | +414.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling