+1,789.8%
SMH vs IGV
+363.9%
+1,425.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -1.9% |
| 7D | +1.4% | -5.4% | +6.8% | +6.3% |
| 30D | -2.2% | -2.6% | +0.4% | -0.7% |
| 3M | -1.9% | +10.5% | -12.4% | -12.2% |
| 6M | +41.0% | +18.2% | +22.8% | +15.6% |
| YTD | +55.6% | -4.2% | +59.8% | +53.9% |
| 1Y | +86.8% | -9.8% | +96.6% | +96.4% |
| 3Y | +277.7% | +39.1% | +238.5% | +162.3% |
| 5Y | +324.2% | +21.2% | +303.0% | +233.9% |
| All | +1,789.8% | +363.9% | +1,425.9% | +318.7% |
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