+166.7%
IJR vs SIMO
+557.5%
-390.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.1% |
| 7D | -2.3% | +12.5% | -14.9% | -4.4% |
| 30D | -4.7% | +18.4% | -23.1% | -7.8% |
| 3M | +2.1% | +5.6% | -3.5% | -1.1% |
| 6M | +13.9% | +116.9% | -103.1% | -6.7% |
| YTD | +18.2% | +188.4% | -170.2% | -10.0% |
| 1Y | +21.8% | +221.3% | -199.4% | -9.9% |
| 3Y | +52.2% | +438.6% | -386.4% | -2.1% |
| 5Y | +40.1% | +287.9% | -247.8% | -7.2% |
| All | +166.7% | +557.5% | -390.8% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling