+1.5%
SMR vs IJH
+48.7%
-47.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.6% | -4.0% |
| 7D | +4.7% | -2.5% | +7.2% | +9.1% |
| 30D | +3.2% | -5.0% | +8.3% | +12.6% |
| 3M | +9.9% | +0.5% | +9.4% | +9.9% |
| 6M | -15.1% | +8.2% | -23.4% | -22.7% |
| YTD | -27.9% | +12.4% | -40.4% | -36.9% |
| 1Y | -70.2% | +14.4% | -84.6% | -74.3% |
| 3Y | +72.5% | +49.5% | +23.0% | +19.9% |
| All | +1.5% | +48.7% | -47.2% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling