+1,817.6%
SMH vs IVZ
+65.9%
+1,751.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.0% |
| 7D | +0.3% | -2.4% | +2.7% | +1.3% |
| 30D | -2.8% | +3.0% | -5.8% | -4.2% |
| 3M | -6.7% | +14.9% | -21.6% | -12.5% |
| 6M | +41.8% | +36.7% | +5.0% | +22.9% |
| YTD | +57.9% | +25.7% | +32.2% | +41.4% |
| 1Y | +87.6% | +47.7% | +39.9% | +56.3% |
| 3Y | +282.9% | +138.8% | +144.1% | +150.0% |
| 5Y | +330.4% | +62.1% | +268.3% | +223.1% |
| All | +1,817.6% | +65.9% | +1,751.7% | +1,272.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling