+1,135.5%
IJR vs SMTC
+583.1%
+552.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -1.1% | +22.5% | -23.6% | -6.1% |
| 30D | -3.6% | +24.9% | -28.5% | -9.8% |
| 3M | +2.3% | +4.1% | -1.8% | -1.9% |
| 6M | +14.3% | +92.6% | -78.2% | -8.2% |
| YTD | +19.3% | +122.5% | -103.2% | -8.3% |
| 1Y | +22.6% | +166.2% | -143.6% | -11.1% |
| 3Y | +53.5% | +577.2% | -523.6% | -25.5% |
| 5Y | +39.9% | +119.0% | -79.0% | -11.5% |
| 10Y | +172.1% | +527.9% | -355.8% | +21.3% |
| All | +1,135.5% | +583.1% | +552.4% | +332.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling