+18.1%
IEFA vs SIMO
+220.5%
-202.4%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.6% | -0.7% |
| 7D | -2.4% | +12.5% | -15.0% | -3.1% |
| 30D | -2.1% | +18.4% | -20.5% | -3.2% |
| 3M | +5.5% | +5.6% | -0.1% | +4.5% |
| 6M | +8.1% | +116.9% | -108.8% | +1.9% |
| YTD | +11.9% | +188.4% | -176.5% | +2.1% |
| 1Y | +18.1% | +221.3% | -203.2% | +6.0% |
| All | +18.1% | +220.5% | -202.4% | +6.0% |
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