+141.6%
IBM vs SIMO
+395.4%
-253.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.2% |
| 7D | -1.5% | -16.0% | +14.5% | -0.2% |
| 30D | +8.4% | -35.8% | +44.2% | +12.0% |
| 3M | +4.2% | -26.5% | +30.7% | +5.6% |
| 6M | +7.9% | -33.0% | +40.9% | +8.2% |
| YTD | -15.2% | +84.3% | -99.5% | -27.8% |
| 1Y | -18.7% | +82.0% | -100.7% | -30.8% |
| 3Y | +79.2% | +218.5% | -139.3% | +36.6% |
| 5Y | +144.7% | +175.0% | -30.3% | +83.0% |
| 10Y | +141.6% | +407.5% | -265.9% | +47.3% |
| All | +141.6% | +395.4% | -253.8% | +47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling