+1,148.9%
IJR vs SM
+397.8%
+751.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.6% | -4.4% | -1.4% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | -3.1% | +31.5% | -34.7% | -7.8% |
| 3M | +4.4% | +17.3% | -12.9% | +0.7% |
| 6M | +16.1% | +48.5% | -32.4% | +6.5% |
| YTD | +20.6% | +106.3% | -85.7% | +4.0% |
| 1Y | +22.9% | +47.3% | -24.4% | +11.8% |
| 3Y | +55.2% | -1.4% | +56.6% | +47.5% |
| 5Y | +41.1% | +114.0% | -73.0% | +12.3% |
| 10Y | +167.0% | +12.5% | +154.5% | +65.8% |
| All | +1,148.9% | +397.8% | +751.1% | +295.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling