+43.4%
SMH vs IVZ
+30.5%
+12.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.2% | -6.9% | -5.0% |
| 7D | -11.2% | +2.6% | -13.8% | -12.4% |
| 30D | -20.4% | -3.5% | -17.0% | -19.0% |
| 3M | -12.4% | -7.4% | -5.0% | -8.9% |
| 6M | -0.5% | +14.7% | -15.2% | -6.8% |
| YTD | +40.0% | +14.6% | +25.4% | +28.4% |
| 1Y | +43.4% | +30.7% | +12.7% | +23.6% |
| All | +43.4% | +30.5% | +12.9% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling