+146.9%
SMTC vs IVZ
+56.4%
+90.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.1% | +8.1% | +8.4% |
| 7D | +12.7% | +0.6% | +12.1% | +12.2% |
| 30D | +22.0% | +4.0% | +18.0% | +18.7% |
| 3M | -12.7% | +18.2% | -30.9% | -21.9% |
| 6M | +64.8% | +32.8% | +32.0% | +36.7% |
| YTD | +100.7% | +28.7% | +71.9% | +66.6% |
| 1Y | +146.9% | +55.4% | +91.5% | +93.8% |
| All | +146.9% | +56.4% | +90.4% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling