+168.1%
IJR vs SM
+23.0%
+145.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -2.2% | +4.6% | -6.7% | -2.8% |
| 30D | -4.6% | +18.2% | -22.8% | -6.8% |
| 3M | +0.2% | +22.5% | -22.3% | -3.1% |
| 6M | +14.7% | +50.6% | -35.8% | +6.8% |
| YTD | +18.9% | +108.1% | -89.3% | +5.4% |
| 1Y | +19.9% | +46.0% | -26.1% | +11.4% |
| 3Y | +53.0% | +2.9% | +50.2% | +46.1% |
| 5Y | +40.9% | +112.6% | -71.7% | +18.8% |
| All | +168.1% | +23.0% | +145.1% | +76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling