+80.4%
IBM vs SIMO
+240.7%
-160.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -1.4% |
| 7D | -0.3% | +14.9% | -15.2% | -0.5% |
| 30D | +6.8% | -27.0% | +33.7% | +7.0% |
| 3M | +4.4% | -25.4% | +29.8% | +4.4% |
| 6M | +13.2% | -30.3% | +43.4% | +12.2% |
| YTD | -15.1% | +95.8% | -110.9% | -26.1% |
| 1Y | -20.2% | +100.0% | -120.2% | -30.8% |
| All | +80.4% | +240.7% | -160.3% | +39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling