+18.5%
IP vs SIMO
+252.8%
-234.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.6% | +11.1% | +2.1% |
| 7D | +3.4% | -16.9% | +20.3% | +4.5% |
| 30D | +11.2% | -35.4% | +46.6% | +14.3% |
| 3M | -14.8% | -31.9% | +17.1% | -13.2% |
| 6M | +17.3% | -19.3% | +36.6% | +16.1% |
| YTD | -6.2% | +98.5% | -104.6% | -18.7% |
| 1Y | +2.3% | +100.5% | -98.2% | -11.7% |
| All | +18.5% | +252.8% | -234.3% | -10.9% |
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