+119.0%
SMTC vs IVZ
+61.5%
+57.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.4% |
| 7D | +22.5% | +1.2% | +21.3% | +21.2% |
| 30D | +24.9% | +1.8% | +23.1% | +23.1% |
| 3M | +4.1% | +15.7% | -11.7% | -6.7% |
| 6M | +92.6% | +36.3% | +56.2% | +52.4% |
| YTD | +122.5% | +24.9% | +97.5% | +86.2% |
| 1Y | +166.2% | +48.9% | +117.3% | +95.2% |
| 3Y | +577.2% | +136.8% | +440.3% | +254.0% |
| 5Y | +119.0% | +60.0% | +59.0% | +34.9% |
| All | +119.0% | +61.5% | +57.5% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling