+72.5%
SMR vs IJR
+51.3%
+21.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.7% | -3.7% |
| 7D | +4.7% | -2.3% | +7.0% | +9.8% |
| 30D | +3.2% | -4.7% | +7.9% | +14.2% |
| 3M | +9.9% | +2.1% | +7.8% | +6.1% |
| 6M | -15.1% | +13.9% | -29.0% | -32.7% |
| YTD | -27.9% | +18.2% | -46.2% | -46.1% |
| 1Y | -70.2% | +21.8% | -92.1% | -78.8% |
| All | +72.5% | +51.3% | +21.2% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling