+1,876.8%
SMH vs IWD
+195.0%
+1,681.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.8% |
| 7D | +4.3% | -1.2% | +5.5% | +5.8% |
| 30D | +0.9% | -1.6% | +2.5% | +2.8% |
| 3M | -2.8% | +7.0% | -9.8% | -10.9% |
| 6M | +45.6% | +17.0% | +28.7% | +20.3% |
| YTD | +59.5% | +21.6% | +37.8% | +25.9% |
| 1Y | +93.4% | +28.0% | +65.4% | +43.6% |
| 3Y | +287.1% | +70.6% | +216.5% | +105.9% |
| 5Y | +338.0% | +73.3% | +264.7% | +135.1% |
| 10Y | +1,876.8% | +200.5% | +1,676.3% | +524.2% |
| All | +1,876.8% | +195.0% | +1,681.8% | +524.2% |
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