+1,817.6%
SMH vs IWF
+422.7%
+1,394.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +0.4% |
| 7D | +0.3% | -0.9% | +1.2% | +1.5% |
| 30D | -2.8% | -1.7% | -1.1% | -0.4% |
| 3M | -6.7% | +0.7% | -7.4% | -6.8% |
| 6M | +41.8% | +8.6% | +33.2% | +29.2% |
| YTD | +57.9% | +3.5% | +54.4% | +53.5% |
| 1Y | +87.6% | +7.0% | +80.6% | +75.7% |
| 3Y | +282.9% | +76.3% | +206.6% | +96.0% |
| 5Y | +330.4% | +74.8% | +255.7% | +128.5% |
| All | +1,817.6% | +422.7% | +1,394.9% | +158.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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