+1,253.2%
SMH vs IVZ
+185.3%
+1,067.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.1% |
| 7D | +2.5% | +0.6% | +1.9% | +2.2% |
| 30D | -0.5% | +4.0% | -4.5% | -2.2% |
| 3M | -9.6% | +18.2% | -27.8% | -15.8% |
| 6M | +42.1% | +32.8% | +9.2% | +25.8% |
| YTD | +57.4% | +28.7% | +28.7% | +40.7% |
| 1Y | +96.2% | +55.4% | +40.8% | +62.0% |
| 3Y | +267.9% | +135.2% | +132.7% | +148.9% |
| 5Y | +327.7% | +64.2% | +263.5% | +230.1% |
| 10Y | +1,764.6% | +64.6% | +1,700.0% | +1,185.0% |
| All | +1,253.2% | +185.3% | +1,067.9% | +527.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling