+1,253.2%
SMH vs IWD
+690.9%
+562.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +3.4% |
| 7D | +2.5% | -0.3% | +2.8% | +2.8% |
| 30D | -0.5% | +0.6% | -1.1% | -1.3% |
| 3M | -9.6% | +7.2% | -16.9% | -16.5% |
| 6M | +42.1% | +16.2% | +25.9% | +20.3% |
| YTD | +57.4% | +23.3% | +34.1% | +24.7% |
| 1Y | +96.2% | +29.6% | +66.7% | +47.2% |
| 3Y | +267.9% | +70.5% | +197.5% | +105.2% |
| 5Y | +327.7% | +73.5% | +254.2% | +140.8% |
| 10Y | +1,764.6% | +198.3% | +1,566.3% | +483.2% |
| All | +1,253.2% | +690.9% | +562.3% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling