-73.1%
SMR vs IJR
+25.5%
-98.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -1.5% |
| 7D | +4.4% | -0.2% | +4.6% | +4.8% |
| 30D | +3.4% | -2.4% | +5.8% | +10.5% |
| 3M | -19.2% | +3.9% | -23.1% | -25.9% |
| 6M | -22.6% | +12.4% | -35.0% | -39.8% |
| YTD | -31.5% | +21.5% | -53.0% | -54.4% |
| 1Y | -73.1% | +24.0% | -97.1% | -82.6% |
| All | -73.1% | +25.5% | -98.6% | -82.6% |
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