-2.5%
IBM vs SIMO
+226.2%
-228.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | +0.5% |
| 7D | -0.3% | +4.2% | -4.5% | -0.1% |
| 30D | +0.3% | +4.1% | -3.8% | +0.7% |
| 3M | -21.6% | -12.9% | -8.7% | -21.7% |
| 6M | -4.7% | +110.3% | -115.0% | -5.2% |
| YTD | -19.1% | +178.6% | -197.7% | -23.5% |
| 1Y | -2.5% | +220.0% | -222.5% | -6.5% |
| All | -2.5% | +226.2% | -228.7% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling