+761.4%
IAU vs SIMO
+2,368.1%
-1,606.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.7% | -9.8% | -1.3% |
| 7D | -2.0% | +0.9% | -2.9% | -2.0% |
| 30D | -4.4% | -25.4% | +21.0% | -4.1% |
| 3M | -8.9% | -17.8% | +8.9% | -8.7% |
| 6M | -15.9% | -29.6% | +13.6% | -15.7% |
| YTD | -7.8% | +100.3% | -108.1% | -9.1% |
| 1Y | -3.8% | +100.4% | -104.1% | -5.2% |
| 3Y | +104.3% | +246.1% | -141.7% | +99.4% |
| 5Y | +111.2% | +189.8% | -78.6% | +106.0% |
| 10Y | +216.4% | +434.6% | -218.2% | +205.3% |
| All | +761.4% | +2,368.1% | -1,606.7% | +690.6% |
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