+324.2%
SMH vs IWF
+71.2%
+253.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -1.1% |
| 7D | +1.4% | -1.7% | +3.1% | +3.9% |
| 30D | -2.2% | -1.8% | -0.4% | +0.6% |
| 3M | -1.9% | +1.5% | -3.3% | -2.9% |
| 6M | +41.0% | +7.7% | +33.3% | +29.1% |
| YTD | +55.6% | +2.7% | +52.9% | +52.5% |
| 1Y | +86.8% | +6.8% | +80.1% | +74.6% |
| 3Y | +277.7% | +76.9% | +200.8% | +85.2% |
| 5Y | +324.2% | +73.4% | +250.8% | +122.3% |
| All | +324.2% | +71.2% | +253.0% | +122.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling