+144.6%
IEFA vs SIMO
+605.2%
-460.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.2% | -6.2% | +0.1% |
| 7D | -1.6% | +11.0% | -12.6% | -2.9% |
| 30D | -1.5% | +17.9% | -19.4% | -3.9% |
| 3M | +3.4% | +3.9% | -0.5% | +1.3% |
| 6M | +9.5% | +131.0% | -121.5% | -6.1% |
| YTD | +13.0% | +209.3% | -196.3% | -8.1% |
| 1Y | +18.0% | +223.8% | -205.7% | -5.2% |
| 3Y | +65.4% | +479.2% | -413.9% | +18.5% |
| 5Y | +51.6% | +316.0% | -264.5% | +10.8% |
| All | +144.6% | +605.2% | -460.6% | +51.7% |
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