-14.4%
SMR vs IJR
+41.8%
-56.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.5% | -16.2% | -16.5% |
| 7D | -11.2% | -2.2% | -9.1% | -8.4% |
| 30D | -10.2% | -4.6% | -5.6% | -3.6% |
| 3M | -10.0% | +0.2% | -10.3% | -9.7% |
| 6M | -30.5% | +14.7% | -45.2% | -41.6% |
| YTD | -39.2% | +18.9% | -58.1% | -50.8% |
| 1Y | -75.5% | +19.9% | -95.5% | -80.2% |
| 3Y | +45.4% | +53.0% | -7.6% | -4.0% |
| All | -14.4% | +41.8% | -56.2% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling