+41.7%
IGV vs SIMO
+214.6%
-172.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -0.5% |
| 7D | -5.2% | -22.0% | +16.8% | -3.3% |
| 30D | -10.0% | -43.0% | +33.1% | -6.0% |
| 3M | -0.5% | -39.1% | +38.6% | +2.6% |
| 6M | +12.6% | -33.3% | +45.9% | +12.1% |
| YTD | -6.4% | +77.0% | -83.4% | -27.6% |
| 1Y | -9.5% | +73.0% | -82.5% | -29.6% |
| 3Y | +41.7% | +215.7% | -174.0% | -15.2% |
| All | +41.7% | +214.6% | -172.9% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling