+25.3%
IOT vs SIMO
+469.0%
-443.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.8% | -4.0% |
| 7D | +5.1% | +14.5% | -9.5% | +3.4% |
| 30D | -3.0% | +20.4% | -23.5% | -5.4% |
| 3M | +15.0% | +7.1% | +7.8% | +10.9% |
| 6M | +13.1% | +129.2% | -116.1% | -15.5% |
| YTD | +9.0% | +201.9% | -192.9% | -29.2% |
| 1Y | +0.1% | +235.5% | -235.4% | -38.4% |
| All | +25.3% | +469.0% | -443.7% | -47.7% |
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 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