+3,610.2%
SMTC vs IVZ
+954.3%
+2,655.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.8% | +11.2% | +10.7% |
| 7D | +12.9% | -2.8% | +15.6% | +15.1% |
| 30D | -25.6% | -2.2% | -23.4% | -24.5% |
| 3M | -4.5% | -8.1% | +3.6% | -0.4% |
| 6M | -8.3% | +3.8% | -12.1% | -9.2% |
| YTD | +69.9% | +11.5% | +58.5% | +62.1% |
| 1Y | +73.9% | +23.7% | +50.2% | +58.5% |
| 3Y | +757.7% | +145.8% | +611.9% | +487.3% |
| 5Y | +38.7% | +36.1% | +2.6% | +21.5% |
| 10Y | +376.1% | +42.4% | +333.7% | +272.9% |
| All | +3,610.2% | +954.3% | +2,655.9% | +1,322.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling