+232.3%
SMH vs IWD
+72.9%
+159.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.1% | +2.0% |
| 7D | -4.1% | +1.3% | -5.4% | -5.8% |
| 30D | -19.2% | +3.6% | -22.8% | -23.4% |
| 3M | -16.4% | +2.3% | -18.7% | -19.4% |
| 6M | -14.0% | +13.0% | -27.0% | -28.7% |
| YTD | +35.3% | +26.2% | +9.2% | -4.6% |
| 1Y | +40.4% | +30.5% | +10.0% | -5.8% |
| 3Y | +226.8% | +86.2% | +140.6% | +29.0% |
| 5Y | +232.3% | +72.9% | +159.4% | +52.7% |
| All | +232.3% | +72.9% | +159.4% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling