+145.4%
IEMG vs SIMO
+2,361.6%
-2,216.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.7% | -7.0% | +0.2% |
| 7D | +2.2% | +4.2% | -2.0% | +1.5% |
| 30D | +4.6% | +4.1% | +0.5% | +3.3% |
| 3M | +0.4% | -12.9% | +13.2% | +1.2% |
| 6M | +16.4% | +110.3% | -94.0% | -1.2% |
| YTD | +25.4% | +178.6% | -153.1% | +0.5% |
| 1Y | +38.3% | +220.0% | -181.7% | +7.6% |
| 3Y | +84.1% | +409.0% | -325.0% | +28.8% |
| 5Y | +49.0% | +277.3% | -228.3% | +6.1% |
| 10Y | +141.8% | +506.6% | -364.8% | +47.4% |
| All | +145.4% | +2,361.6% | -2,216.2% | +20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling