+499.6%
SMTC vs IVZ
+64.1%
+435.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.6% |
| 7D | +17.5% | -2.4% | +19.9% | +19.1% |
| 30D | +21.3% | +2.5% | +18.8% | +19.4% |
| 3M | +3.1% | +17.1% | -13.9% | -6.0% |
| 6M | +81.7% | +35.1% | +46.5% | +51.7% |
| YTD | +115.9% | +24.3% | +91.6% | +88.4% |
| 1Y | +157.8% | +48.7% | +109.2% | +102.5% |
| 3Y | +557.3% | +135.6% | +421.7% | +302.2% |
| 5Y | +114.7% | +60.3% | +54.3% | +55.4% |
| All | +499.6% | +64.1% | +435.5% | +280.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling