+147.5%
IBM vs SIMO
+184.2%
-36.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.8% | -1.4% |
| 7D | -0.3% | +14.9% | -15.2% | -0.6% |
| 30D | +6.8% | -27.0% | +33.7% | +7.3% |
| 3M | +4.4% | -25.4% | +29.8% | +4.7% |
| 6M | +13.2% | -30.3% | +43.4% | +12.7% |
| YTD | -15.1% | +95.8% | -110.9% | -23.3% |
| 1Y | -20.2% | +100.0% | -120.2% | -28.1% |
| 3Y | +79.3% | +238.3% | -159.0% | +51.1% |
| 5Y | +147.5% | +187.6% | -40.1% | +104.5% |
| All | +147.5% | +184.2% | -36.7% | +104.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling