+39.9%
IJR vs SIMO
+312.7%
-272.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.3% |
| 7D | -1.1% | +14.5% | -15.6% | -2.8% |
| 30D | -3.6% | +20.4% | -24.0% | -6.1% |
| 3M | +2.3% | +7.1% | -4.8% | -0.1% |
| 6M | +14.3% | +129.2% | -114.9% | -2.5% |
| YTD | +19.3% | +201.9% | -182.7% | -4.3% |
| 1Y | +22.6% | +235.5% | -212.9% | -4.1% |
| 3Y | +53.5% | +463.8% | -410.3% | +6.9% |
| 5Y | +39.9% | +306.7% | -266.8% | +0.9% |
| All | +39.9% | +312.7% | -272.8% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling