+1,259.7%
IGV vs SIMO
+2,204.4%
-944.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | +1.7% |
| 7D | -0.4% | -8.5% | +8.0% | +0.7% |
| 30D | -9.9% | -34.8% | +24.9% | -4.2% |
| 3M | -1.2% | -32.8% | +31.6% | +3.1% |
| 6M | +11.3% | -32.0% | +43.4% | +13.0% |
| YTD | -4.0% | +87.0% | -91.0% | -21.5% |
| 1Y | -7.3% | +86.1% | -93.4% | -24.2% |
| 3Y | +42.8% | +226.4% | -183.6% | +3.1% |
| 5Y | +13.7% | +172.1% | -158.5% | -17.7% |
| 10Y | +354.8% | +408.0% | -53.2% | +183.0% |
| All | +1,259.7% | +2,204.4% | -944.6% | +414.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling