+631.1%
IJH vs SIMO
+2,171.3%
-1,540.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.1% |
| 7D | 0.0% | -16.0% | +16.0% | +2.6% |
| 30D | +1.0% | -35.8% | +36.7% | +7.5% |
| 3M | -4.1% | -26.5% | +22.4% | -1.1% |
| 6M | +0.7% | -33.0% | +33.8% | +3.3% |
| YTD | +13.2% | +84.3% | -71.1% | -5.3% |
| 1Y | +14.9% | +82.0% | -67.1% | -3.8% |
| 3Y | +58.4% | +218.5% | -160.1% | +17.6% |
| 5Y | +38.7% | +175.0% | -136.3% | +2.2% |
| 10Y | +177.9% | +407.5% | -229.6% | +76.1% |
| All | +631.1% | +2,171.3% | -1,540.2% | +171.3% |
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