+53.0%
IJR vs SMTC
+579.3%
-526.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -0.1% |
| 7D | -2.2% | +13.1% | -15.3% | -3.8% |
| 30D | -4.6% | +19.5% | -24.1% | -7.2% |
| 3M | +0.2% | +2.2% | -2.0% | -1.5% |
| 6M | +14.7% | +94.9% | -80.2% | +1.7% |
| YTD | +18.9% | +127.0% | -108.1% | +2.7% |
| 1Y | +19.9% | +174.6% | -154.6% | +0.2% |
| 3Y | +53.0% | +615.9% | -562.9% | -1.6% |
| All | +53.0% | +579.3% | -526.3% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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