+7.5%
SMR vs IJR
+42.3%
-34.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -1.7% |
| 7D | +13.1% | -1.1% | +14.2% | +14.9% |
| 30D | +17.8% | -3.6% | +21.4% | +24.6% |
| 3M | +8.1% | +2.3% | +5.8% | +5.3% |
| 6M | -11.1% | +14.3% | -25.4% | -25.0% |
| YTD | -23.7% | +19.3% | -43.0% | -38.5% |
| 1Y | -69.4% | +22.6% | -92.0% | -76.0% |
| 3Y | +82.6% | +53.5% | +29.1% | +20.0% |
| All | +7.5% | +42.3% | -34.9% | -30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling