-18.0%
SMTC vs IVZ
+4.5%
-22.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.4% | -6.2% |
| 7D | +11.0% | +7.6% | +3.4% | +3.7% |
| 30D | -28.5% | +4.3% | -32.8% | -30.6% |
| 3M | -14.2% | -9.3% | -4.9% | -5.6% |
| 6M | -18.0% | +5.2% | -23.2% | -21.0% |
| All | -18.0% | +4.5% | -22.5% | -21.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling