+53.6%
IJR vs SM
-1.2%
+54.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -3.6% | +20.3% | -23.9% | -6.4% |
| 3M | +2.3% | +22.9% | -20.6% | -1.5% |
| 6M | +14.3% | +47.8% | -33.5% | +4.7% |
| YTD | +19.3% | +107.5% | -88.2% | +0.5% |
| 1Y | +22.6% | +51.7% | -29.1% | +10.7% |
| All | +53.6% | -1.2% | +54.8% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling