+27.2%
IJR vs SIMO
+170.3%
-143.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.6% |
| 7D | +2.2% | +4.1% | -1.9% | +1.6% |
| 30D | +3.8% | -24.0% | +27.8% | +6.4% |
| 3M | -5.7% | -31.8% | +26.0% | -2.9% |
| 6M | +4.6% | -36.9% | +41.5% | +7.1% |
| YTD | +18.0% | +84.8% | -66.9% | -1.1% |
| 1Y | +21.8% | +99.0% | -77.2% | +0.6% |
| 3Y | +61.1% | +217.9% | -156.9% | +18.6% |
| All | +27.2% | +170.3% | -143.1% | -6.1% |
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