+56.5%
IOT vs SIMO
+258.1%
-201.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.8% | -4.1% |
| 7D | +5.1% | +14.5% | -9.5% | +2.4% |
| 30D | -3.0% | +20.4% | -23.5% | -6.8% |
| 3M | +15.0% | +7.1% | +7.8% | +9.0% |
| 6M | +13.1% | +129.2% | -116.1% | -19.2% |
| YTD | +9.0% | +201.9% | -192.9% | -31.5% |
| 1Y | +0.1% | +235.5% | -235.4% | -40.0% |
| 3Y | +26.4% | +463.8% | -437.4% | -40.1% |
| All | +56.5% | +258.1% | -201.6% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling