-75.5%
SMR vs IJR
+21.9%
-97.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.5% | -16.2% | -17.0% |
| 7D | -11.2% | -2.2% | -9.1% | -6.5% |
| 30D | -10.2% | -4.6% | -5.6% | +1.3% |
| 3M | -10.0% | +0.2% | -10.3% | -10.3% |
| 6M | -30.5% | +14.7% | -45.2% | -48.8% |
| YTD | -39.2% | +18.9% | -58.1% | -57.9% |
| 1Y | -75.5% | +19.9% | -95.5% | -83.7% |
| All | -75.5% | +21.9% | -97.4% | -83.7% |
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