-75.5%
SMR vs IJH
+14.9%
-90.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.8% | -16.5% | -18.0% |
| 7D | -11.2% | -1.9% | -9.4% | -6.6% |
| 30D | -10.2% | -4.6% | -5.6% | +3.3% |
| 3M | -10.0% | -1.2% | -8.9% | -6.7% |
| 6M | -30.5% | +9.4% | -39.9% | -44.6% |
| YTD | -39.2% | +13.3% | -52.6% | -55.3% |
| 1Y | -75.5% | +13.4% | -88.9% | -82.8% |
| All | -75.5% | +14.9% | -90.4% | -82.8% |
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