+140.8%
IEMG vs SIMO
+605.2%
-464.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.2% | -6.0% | 0.0% |
| 7D | -1.3% | +11.0% | -12.3% | -3.1% |
| 30D | +1.9% | +17.9% | -16.0% | -1.4% |
| 3M | +1.4% | +3.9% | -2.5% | -0.9% |
| 6M | +15.2% | +131.0% | -115.9% | -4.5% |
| YTD | +23.8% | +209.3% | -185.5% | -3.7% |
| 1Y | +30.7% | +223.8% | -193.1% | +0.3% |
| 3Y | +83.3% | +479.2% | -396.0% | +22.5% |
| 5Y | +48.8% | +316.0% | -267.3% | +1.8% |
| All | +140.8% | +605.2% | -464.4% | +35.2% |
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