+13.4%
IJH vs SIMO
+239.1%
-225.7%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.2% | -6.5% | +0.4% |
| 7D | -1.9% | +11.0% | -12.9% | -2.4% |
| 30D | -4.6% | +17.9% | -22.5% | -5.6% |
| 3M | -1.2% | +3.9% | -5.1% | -1.9% |
| 6M | +9.4% | +131.0% | -121.6% | +2.6% |
| YTD | +13.3% | +209.3% | -196.0% | +1.1% |
| 1Y | +13.4% | +223.8% | -210.4% | 0.0% |
| All | +13.4% | +239.1% | -225.7% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling