+50.7%
IJH vs SIMO
+469.0%
-418.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.1% | -1.3% |
| 7D | -0.7% | +14.5% | -15.2% | -2.3% |
| 30D | -3.8% | +20.4% | -24.3% | -6.1% |
| 3M | 0.0% | +7.1% | -7.1% | -2.2% |
| 6M | +8.8% | +129.2% | -120.5% | -7.3% |
| YTD | +13.5% | +201.9% | -188.4% | -10.2% |
| 1Y | +15.4% | +235.5% | -220.1% | -11.7% |
| All | +50.7% | +469.0% | -418.3% | -5.8% |
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