+10.3%
IP vs SIMO
-32.4%
+42.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -14.4% | +10.4% | -3.6% |
| 7D | -5.0% | -31.4% | +26.4% | -4.3% |
| 30D | +6.5% | -45.2% | +51.7% | +7.7% |
| 3M | -18.0% | -36.5% | +18.5% | -17.4% |
| 6M | +10.3% | -34.2% | +44.5% | +8.9% |
| All | +10.3% | -32.4% | +42.7% | +8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling