+88.0%
IEMG vs SIMO
+462.5%
-374.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.2% | -6.1% | -0.9% |
| 7D | +2.8% | +14.6% | -11.8% | +0.6% |
| 30D | +4.6% | +6.2% | -1.6% | +3.3% |
| 3M | +5.5% | +3.6% | +1.9% | +3.6% |
| 6M | +19.7% | +130.8% | -111.1% | +2.2% |
| YTD | +25.5% | +195.8% | -170.2% | +1.1% |
| 1Y | +35.5% | +225.0% | -189.5% | +6.4% |
| 3Y | +88.0% | +452.3% | -364.3% | +24.2% |
| All | +88.0% | +462.5% | -374.6% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling