-13.3%
IBM vs SIMO
+94.5%
-107.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.6% | +11.3% | +1.1% |
| 7D | +0.4% | -16.9% | +17.3% | -0.6% |
| 30D | +14.8% | -35.4% | +50.1% | +11.8% |
| 3M | +8.9% | -31.9% | +40.8% | +7.0% |
| 6M | +12.4% | -19.3% | +31.8% | +11.2% |
| YTD | -12.4% | +98.5% | -110.9% | -15.6% |
| 1Y | -13.3% | +100.5% | -113.8% | -16.7% |
| All | -13.3% | +94.5% | -107.7% | -16.7% |
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