+357.9%
IGV vs SIMO
+515.6%
-157.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.2% | -8.0% | -2.9% |
| 7D | -3.3% | +14.6% | -17.9% | -5.9% |
| 30D | 0.0% | +6.2% | -6.2% | -1.9% |
| 3M | +7.3% | +3.6% | +3.8% | +3.5% |
| 6M | +16.7% | +130.8% | -114.1% | -9.5% |
| YTD | -2.8% | +195.8% | -198.6% | -30.2% |
| 1Y | -6.7% | +225.0% | -231.7% | -35.0% |
| 3Y | +41.1% | +452.3% | -411.2% | -16.5% |
| 5Y | +22.0% | +303.6% | -281.6% | -25.3% |
| 10Y | +357.9% | +528.8% | -170.8% | +124.0% |
| All | +357.9% | +515.6% | -157.7% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling