+1,475.7%
SMH vs IWD
+203.0%
+1,272.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.3% |
| 7D | +4.9% | +2.3% | +2.6% | +2.1% |
| 30D | -13.8% | +3.6% | -17.4% | -17.4% |
| 3M | -17.4% | +2.2% | -19.5% | -19.6% |
| 6M | -15.0% | +13.0% | -27.9% | -26.9% |
| YTD | +35.2% | +26.5% | +8.6% | +1.6% |
| 1Y | +41.6% | +30.1% | +11.5% | +2.8% |
| 3Y | +215.6% | +84.9% | +130.8% | +51.8% |
| 5Y | +233.2% | +73.4% | +159.9% | +77.5% |
| All | +1,475.7% | +203.0% | +1,272.7% | +374.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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