+1,269.2%
SMH vs IVZ
+179.0%
+1,090.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +2.1% |
| 7D | +5.2% | +1.1% | +4.1% | +4.7% |
| 30D | -1.5% | +3.1% | -4.6% | -2.9% |
| 3M | -4.1% | +18.2% | -22.3% | -10.7% |
| 6M | +50.8% | +38.6% | +12.1% | +31.2% |
| YTD | +59.3% | +25.9% | +33.4% | +43.7% |
| 1Y | +94.1% | +51.7% | +42.4% | +61.8% |
| 3Y | +286.7% | +138.7% | +148.1% | +160.0% |
| 5Y | +339.4% | +62.8% | +276.6% | +240.4% |
| 10Y | +1,803.3% | +60.9% | +1,742.3% | +1,223.8% |
| All | +1,269.2% | +179.0% | +1,090.2% | +541.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling