-37.6%
SMCI vs IJR
+24.2%
-61.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +1.3% | -7.0% | -8.7% |
| 7D | -17.3% | +2.3% | -19.6% | -22.0% |
| 30D | -31.5% | +2.8% | -34.3% | -36.0% |
| 3M | -6.6% | -4.6% | -2.0% | +4.9% |
| 6M | +6.0% | +5.7% | +0.4% | -4.5% |
| YTD | +1.1% | +19.9% | -18.8% | -25.1% |
| 1Y | -37.6% | +24.2% | -61.7% | -55.6% |
| All | -37.6% | +24.2% | -61.8% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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