+327.2%
SMH vs IVZ
+61.1%
+266.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +0.9% |
| 7D | +0.3% | -2.4% | +2.7% | +1.5% |
| 30D | -2.8% | +3.0% | -5.8% | -4.4% |
| 3M | -6.7% | +14.9% | -21.6% | -13.7% |
| 6M | +41.8% | +36.7% | +5.0% | +19.2% |
| YTD | +57.9% | +25.7% | +32.2% | +38.0% |
| 1Y | +87.6% | +47.7% | +39.9% | +49.9% |
| 3Y | +282.9% | +138.8% | +144.1% | +122.8% |
| All | +327.2% | +61.1% | +266.1% | +193.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling