-12.3%
IP vs SIMO
+144.7%
-156.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -14.4% | +10.4% | -2.9% |
| 7D | -5.0% | -31.4% | +26.4% | -2.6% |
| 30D | +6.5% | -45.2% | +51.7% | +10.8% |
| 3M | -18.0% | -36.5% | +18.5% | -16.1% |
| 6M | +10.3% | -34.2% | +44.5% | +11.2% |
| YTD | -9.9% | +69.9% | -79.8% | -18.9% |
| 1Y | -1.1% | +60.4% | -61.5% | -10.4% |
| 3Y | +13.0% | +203.1% | -190.1% | -7.0% |
| 5Y | -12.3% | +145.4% | -157.7% | -28.1% |
| All | -12.3% | +144.7% | -156.9% | -28.1% |
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