+17.0%
IEFA vs SIMO
+94.5%
-77.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -9.6% | +12.1% | +2.9% |
| 7D | +1.9% | -16.9% | +18.8% | +2.7% |
| 30D | +1.4% | -35.4% | +36.8% | +3.4% |
| 3M | -1.4% | -31.9% | +30.5% | 0.0% |
| 6M | +6.3% | -19.3% | +25.6% | +6.7% |
| YTD | +11.9% | +98.5% | -86.6% | +5.8% |
| 1Y | +17.0% | +100.5% | -83.5% | +10.1% |
| All | +17.0% | +94.5% | -77.5% | +10.1% |
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 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