+30.7%
IEMG vs SIMO
+220.5%
-189.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -1.4% |
| 7D | -0.9% | +12.5% | -13.4% | -2.4% |
| 30D | +2.1% | +18.4% | -16.3% | -0.3% |
| 3M | +4.6% | +5.6% | -1.0% | +3.2% |
| 6M | +14.0% | +116.9% | -102.9% | +3.5% |
| YTD | +22.3% | +188.4% | -166.1% | +5.3% |
| 1Y | +30.7% | +221.3% | -190.6% | +10.6% |
| All | +30.7% | +220.5% | -189.8% | +10.6% |
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