+110.0%
IAU vs SIMO
+230.1%
-120.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.7% | -3.9% | +1.7% |
| 7D | +4.9% | -8.2% | +13.1% | +5.1% |
| 30D | -1.4% | -34.6% | +33.2% | -0.2% |
| 3M | -4.8% | -32.6% | +27.9% | -3.8% |
| 6M | -12.5% | -31.8% | +19.3% | -11.9% |
| YTD | -4.2% | +87.6% | -91.8% | -7.2% |
| 1Y | +3.1% | +86.7% | -83.6% | -0.2% |
| 3Y | +110.0% | +227.4% | -117.5% | +100.1% |
| All | +110.0% | +230.1% | -120.1% | +100.1% |
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