+1,237.1%
SMH vs IWF
+646.8%
+590.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -1.2% |
| 7D | +1.4% | -1.7% | +3.1% | +3.8% |
| 30D | -2.2% | -1.8% | -0.4% | +0.4% |
| 3M | -1.9% | +1.5% | -3.3% | -2.9% |
| 6M | +41.0% | +7.7% | +33.3% | +29.7% |
| YTD | +55.6% | +2.7% | +52.9% | +52.8% |
| 1Y | +86.8% | +6.8% | +80.1% | +75.2% |
| 3Y | +277.7% | +76.9% | +200.8% | +87.6% |
| 5Y | +324.2% | +73.4% | +250.8% | +121.4% |
| 10Y | +1,828.6% | +416.4% | +1,412.2% | +136.6% |
| All | +1,237.1% | +646.8% | +590.4% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling