+1,421.8%
IBKR vs SIMO
+1,506.2%
-84.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.2% | -8.0% | -2.9% |
| 7D | +0.6% | +14.6% | -14.0% | -2.0% |
| 30D | +3.7% | +6.2% | -2.5% | +1.9% |
| 3M | +4.2% | +3.6% | +0.7% | +1.5% |
| 6M | +36.6% | +130.8% | -94.1% | +11.3% |
| YTD | +41.9% | +195.8% | -153.9% | +9.3% |
| 1Y | +49.5% | +225.0% | -175.5% | +12.8% |
| 3Y | +291.3% | +452.3% | -161.0% | +163.3% |
| 5Y | +492.7% | +303.6% | +189.1% | +308.1% |
| 10Y | +994.0% | +528.8% | +465.2% | +556.9% |
| All | +1,421.8% | +1,506.2% | -84.3% | +396.4% |
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