+1,475.7%
SMH vs IVV
+309.2%
+1,166.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.4% |
| 7D | +4.9% | +2.6% | +2.3% | +1.1% |
| 30D | -13.8% | -2.0% | -11.8% | -10.5% |
| 3M | -17.4% | -2.8% | -14.6% | -13.0% |
| 6M | -15.0% | +2.2% | -17.1% | -15.8% |
| YTD | +35.2% | +11.5% | +23.6% | +18.7% |
| 1Y | +41.6% | +13.5% | +28.1% | +21.6% |
| 3Y | +215.6% | +78.1% | +137.5% | +50.7% |
| 5Y | +233.2% | +73.1% | +160.1% | +71.1% |
| All | +1,475.7% | +309.2% | +1,166.4% | +155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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