+44.6%
SMCI vs IJR
+52.1%
-7.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.5% | +6.7% | +6.5% |
| 7D | +1.3% | -2.2% | +3.5% | +4.6% |
| 30D | +6.6% | -4.6% | +11.2% | +14.3% |
| 3M | +25.4% | +0.2% | +25.2% | +25.9% |
| 6M | +26.1% | +14.7% | +11.4% | +8.6% |
| YTD | +37.0% | +18.9% | +18.1% | +13.9% |
| 1Y | -8.8% | +19.9% | -28.7% | -25.0% |
| 3Y | +44.6% | +53.0% | -8.4% | -13.5% |
| All | +44.6% | +52.1% | -7.5% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling