-16.1%
IP vs SIMO
+269.6%
-285.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.7% | -6.5% | +1.5% |
| 7D | -5.3% | +4.2% | -9.5% | -5.6% |
| 30D | -10.9% | +4.1% | -14.9% | -11.4% |
| 3M | +11.2% | -12.9% | +24.0% | +11.2% |
| 6M | -10.2% | +110.3% | -120.6% | -18.4% |
| YTD | -2.0% | +178.6% | -180.6% | -14.1% |
| 1Y | -19.1% | +220.0% | -239.1% | -30.6% |
| 3Y | +20.9% | +409.0% | -388.2% | -3.3% |
| All | -16.1% | +269.6% | -285.7% | -29.6% |
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