+645.8%
IJH vs SIMO
+3,332.4%
-2,686.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | -1.3% |
| 7D | +0.1% | +4.2% | -4.1% | -0.6% |
| 30D | -1.5% | +4.1% | -5.6% | -2.7% |
| 3M | +0.8% | -12.9% | +13.6% | +1.0% |
| 6M | +7.6% | +110.3% | -102.8% | -9.5% |
| YTD | +15.5% | +178.6% | -163.1% | -8.3% |
| 1Y | +16.9% | +220.0% | -203.1% | -9.8% |
| 3Y | +48.1% | +409.0% | -361.0% | +3.3% |
| 5Y | +47.8% | +277.3% | -229.5% | +5.1% |
| 10Y | +178.6% | +506.6% | -328.1% | +73.5% |
| All | +645.8% | +3,332.4% | -2,686.6% | +162.8% |
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 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