+55.4%
IOT vs SIMO
+266.8%
-211.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.2% | -7.4% | -1.4% |
| 7D | -4.5% | +11.0% | -15.6% | -6.4% |
| 30D | -2.4% | +17.9% | -20.3% | -5.8% |
| 3M | +19.0% | +3.9% | +15.1% | +14.0% |
| 6M | +19.6% | +131.0% | -111.4% | -14.5% |
| YTD | +8.3% | +209.3% | -201.0% | -32.3% |
| 1Y | -0.8% | +223.8% | -224.6% | -39.4% |
| 3Y | +24.4% | +479.2% | -454.8% | -41.4% |
| All | +55.4% | +266.8% | -211.4% | -8.7% |
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