+255.7%
IJR vs SFM
+117.5%
+138.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.7% | +0.2% |
| 7D | +0.9% | -5.8% | +6.7% | +1.8% |
| 30D | -3.1% | -11.4% | +8.2% | -1.5% |
| 3M | +4.4% | -12.2% | +16.6% | +6.0% |
| 6M | +16.1% | -5.2% | +21.3% | +15.9% |
| YTD | +20.6% | -4.5% | +25.0% | +19.9% |
| 1Y | +22.9% | -45.4% | +68.2% | +32.7% |
| 3Y | +55.2% | +91.1% | -35.9% | +34.6% |
| 5Y | +41.1% | +226.8% | -185.7% | +9.6% |
| 10Y | +167.0% | +291.9% | -124.9% | +92.6% |
| All | +255.7% | +117.5% | +138.3% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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