+4,281.9%
SMTC vs IVZ
+1,117.8%
+3,164.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.1% | +8.1% | +8.7% |
| 7D | +12.7% | +0.6% | +12.1% | +12.4% |
| 30D | +22.0% | +4.0% | +18.0% | +19.8% |
| 3M | -12.7% | +18.2% | -30.9% | -18.7% |
| 6M | +64.8% | +32.8% | +32.0% | +45.2% |
| YTD | +100.7% | +28.7% | +71.9% | +78.7% |
| 1Y | +146.9% | +55.4% | +91.5% | +102.2% |
| 3Y | +456.8% | +135.2% | +321.6% | +287.2% |
| 5Y | +89.2% | +64.2% | +25.1% | +51.0% |
| 10Y | +426.9% | +64.6% | +362.3% | +284.6% |
| All | +4,281.9% | +1,117.8% | +3,164.1% | +1,468.5% |
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