-18.7%
IBM vs SIMO
+77.7%
-96.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | -0.1% |
| 7D | -1.5% | -16.0% | +14.5% | -2.5% |
| 30D | +8.4% | -35.8% | +44.2% | +5.6% |
| 3M | +4.2% | -26.5% | +30.7% | +2.9% |
| 6M | +7.9% | -33.0% | +40.9% | +6.0% |
| YTD | -15.2% | +84.3% | -99.5% | -18.2% |
| 1Y | -18.7% | +82.0% | -100.7% | -21.3% |
| All | -18.7% | +77.7% | -96.5% | -21.3% |
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 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