-19.5%
IBM vs SIMO
+67.0%
-86.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.2% | -5.0% | -0.6% |
| 7D | -5.0% | -22.0% | +17.0% | -6.2% |
| 30D | +11.1% | -43.0% | +54.2% | +7.4% |
| 3M | +5.7% | -39.1% | +44.8% | +3.2% |
| 6M | +10.1% | -33.3% | +43.4% | +8.0% |
| YTD | -15.6% | +77.0% | -92.6% | -19.2% |
| 1Y | -19.5% | +73.0% | -92.6% | -22.3% |
| All | -19.5% | +67.0% | -86.5% | -22.3% |
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