-2.7%
SMCI vs IJH
+18.2%
-20.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.2% |
| 7D | +6.8% | +0.1% | +6.7% | +6.4% |
| 30D | +30.6% | -1.5% | +32.1% | +36.8% |
| 3M | -15.6% | +0.8% | -16.4% | -14.8% |
| 6M | +21.3% | +7.6% | +13.7% | +6.2% |
| YTD | +35.3% | +15.5% | +19.8% | +7.2% |
| 1Y | -2.7% | +16.9% | -19.6% | -23.5% |
| All | -2.7% | +18.2% | -20.9% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling