-8.8%
SMCI vs IJR
+21.9%
-30.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.7% | +6.1% |
| 7D | +1.3% | -2.2% | +3.5% | +6.4% |
| 30D | +6.6% | -4.6% | +11.2% | +18.5% |
| 3M | +25.4% | +0.2% | +25.2% | +25.6% |
| 6M | +26.1% | +14.7% | +11.4% | -0.1% |
| YTD | +37.0% | +18.9% | +18.1% | +6.2% |
| 1Y | -8.8% | +19.9% | -28.7% | -29.2% |
| All | -8.8% | +21.9% | -30.7% | -29.2% |
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