+48.1%
IJH vs SMTC
+122.8%
-74.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | 0.0% |
| 7D | -1.9% | +13.1% | -14.9% | -3.8% |
| 30D | -4.6% | +19.5% | -24.1% | -7.9% |
| 3M | -1.2% | +2.2% | -3.4% | -3.2% |
| 6M | +9.4% | +94.9% | -85.5% | -5.3% |
| YTD | +13.3% | +127.0% | -113.6% | -4.8% |
| 1Y | +13.4% | +174.6% | -161.2% | -8.6% |
| 3Y | +50.4% | +615.9% | -565.5% | -11.0% |
| All | +48.1% | +122.8% | -74.7% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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