-14.4%
SMR vs IJH
+49.9%
-64.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.8% | -16.5% | -17.0% |
| 7D | -11.2% | -1.9% | -9.4% | -8.7% |
| 30D | -10.2% | -4.6% | -5.6% | -3.0% |
| 3M | -10.0% | -1.2% | -8.9% | -7.7% |
| 6M | -30.5% | +9.4% | -39.9% | -37.9% |
| YTD | -39.2% | +13.3% | -52.6% | -47.6% |
| 1Y | -75.5% | +13.4% | -88.9% | -78.6% |
| 3Y | +45.4% | +50.4% | -5.0% | -0.4% |
| All | -14.4% | +49.9% | -64.3% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling