+1,874.9%
SMH vs IVV
+316.6%
+1,558.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +2.1% |
| 7D | +5.2% | +0.5% | +4.7% | +4.4% |
| 30D | -1.5% | -1.0% | -0.6% | -0.1% |
| 3M | -4.1% | +3.9% | -7.9% | -8.6% |
| 6M | +50.8% | +14.5% | +36.3% | +25.8% |
| YTD | +59.3% | +12.9% | +46.4% | +36.1% |
| 1Y | +94.1% | +19.4% | +74.7% | +54.0% |
| 3Y | +286.7% | +78.8% | +207.9% | +82.1% |
| 5Y | +339.4% | +82.2% | +257.2% | +109.3% |
| All | +1,874.9% | +316.6% | +1,558.3% | +232.5% |
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