+1,817.6%
SMH vs IEFA
+148.3%
+1,669.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +0.1% |
| 7D | +0.3% | -1.6% | +1.8% | +2.4% |
| 30D | -2.8% | -1.5% | -1.3% | -0.8% |
| 3M | -6.7% | +3.4% | -10.1% | -10.4% |
| 6M | +41.8% | +9.5% | +32.3% | +26.8% |
| YTD | +57.9% | +13.0% | +44.8% | +35.3% |
| 1Y | +87.6% | +18.0% | +69.6% | +52.3% |
| 3Y | +282.9% | +65.4% | +217.6% | +100.9% |
| 5Y | +330.4% | +51.6% | +278.8% | +158.5% |
| All | +1,817.6% | +148.3% | +1,669.3% | +606.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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