+1,253.2%
SMH vs IVV
+738.5%
+514.7%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +3.2% |
| 7D | +2.5% | +0.1% | +2.4% | +2.3% |
| 30D | -0.5% | +0.1% | -0.5% | -0.5% |
| 3M | -9.6% | +2.0% | -11.6% | -11.1% |
| 6M | +42.1% | +13.0% | +29.0% | +22.2% |
| YTD | +57.4% | +13.6% | +43.8% | +34.9% |
| 1Y | +96.2% | +20.1% | +76.1% | +56.8% |
| 3Y | +267.9% | +77.6% | +190.3% | +81.4% |
| 5Y | +327.7% | +82.5% | +245.2% | +111.6% |
| 10Y | +1,764.6% | +316.5% | +1,448.1% | +221.6% |
| All | +1,253.2% | +738.5% | +514.7% | +23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling