+148.1%
IEFA vs SIMO
+394.4%
-246.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.6% | +5.7% | +0.8% |
| 7D | +2.2% | +4.1% | -1.9% | +1.6% |
| 30D | +1.1% | -24.0% | +25.0% | +3.8% |
| 3M | -4.3% | -31.8% | +27.5% | -1.1% |
| 6M | +1.4% | -36.9% | +38.3% | +4.2% |
| YTD | +10.1% | +84.8% | -74.7% | -5.9% |
| 1Y | +12.9% | +99.0% | -86.1% | -4.8% |
| 3Y | +65.8% | +217.9% | -152.2% | +26.3% |
| 5Y | +47.7% | +171.5% | -123.8% | +11.5% |
| All | +148.1% | +394.4% | -246.3% | +57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling