+354.8%
IGV vs SIMO
+436.4%
-81.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | +1.6% |
| 7D | -0.4% | -8.2% | +7.7% | +0.7% |
| 30D | -9.9% | -34.6% | +24.7% | -4.0% |
| 3M | -1.2% | -32.6% | +31.4% | +3.2% |
| 6M | +11.3% | -31.8% | +43.1% | +12.3% |
| YTD | -4.0% | +87.6% | -91.6% | -27.0% |
| 1Y | -7.3% | +86.7% | -94.0% | -29.5% |
| 3Y | +42.8% | +227.4% | -184.7% | -9.3% |
| 5Y | +13.7% | +173.0% | -159.3% | -27.9% |
| 10Y | +354.8% | +409.6% | -54.8% | +120.5% |
| All | +354.8% | +436.4% | -81.6% | +120.5% |
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