+24.0%
IJR vs SM
+36.8%
-12.8%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.5% | +0.3% |
| 7D | -0.2% | -0.5% | +0.3% | -0.2% |
| 30D | -2.4% | +25.6% | -28.0% | -1.7% |
| 3M | +3.9% | +8.0% | -4.1% | +4.7% |
| 6M | +12.4% | +50.8% | -38.4% | +11.4% |
| YTD | +21.5% | +97.9% | -76.4% | +17.1% |
| 1Y | +24.0% | +33.8% | -9.8% | +22.9% |
| All | +24.0% | +36.8% | -12.8% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling