+556.2%
IBM vs SIMO
+2,080.4%
-1,524.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.2% | -5.0% | -1.2% |
| 7D | -5.0% | -22.0% | +17.0% | -3.0% |
| 30D | +11.1% | -43.0% | +54.2% | +16.3% |
| 3M | +5.7% | -39.1% | +44.8% | +9.3% |
| 6M | +10.1% | -33.3% | +43.4% | +11.0% |
| YTD | -15.6% | +77.0% | -92.6% | -24.9% |
| 1Y | -19.5% | +73.0% | -92.6% | -28.3% |
| 3Y | +80.4% | +215.7% | -135.3% | +48.2% |
| 5Y | +140.0% | +155.6% | -15.6% | +97.0% |
| 10Y | +155.0% | +388.4% | -233.4% | +88.8% |
| All | +556.2% | +2,080.4% | -1,524.3% | +260.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling