+48.1%
IJH vs SIMO
+315.3%
-267.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.2% | -6.5% | -0.1% |
| 7D | -1.9% | +11.0% | -12.9% | -3.2% |
| 30D | -4.6% | +17.9% | -22.5% | -6.8% |
| 3M | -1.2% | +3.9% | -5.1% | -3.0% |
| 6M | +9.4% | +131.0% | -121.6% | -6.7% |
| YTD | +13.3% | +209.3% | -196.0% | -9.2% |
| 1Y | +13.4% | +223.8% | -210.4% | -10.4% |
| 3Y | +50.4% | +479.2% | -428.8% | +4.4% |
| All | +48.1% | +315.3% | -267.2% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling