+193.8%
IP vs SIMO
+3,332.4%
-3,138.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.7% | -6.5% | +0.7% |
| 7D | -5.3% | +4.2% | -9.5% | -6.0% |
| 30D | -10.9% | +4.1% | -14.9% | -12.1% |
| 3M | +11.2% | -12.9% | +24.0% | +11.2% |
| 6M | -10.2% | +110.3% | -120.6% | -25.7% |
| YTD | -2.0% | +178.6% | -180.6% | -23.9% |
| 1Y | -19.1% | +220.0% | -239.1% | -39.2% |
| 3Y | +20.9% | +409.0% | -388.2% | -19.0% |
| 5Y | -17.8% | +277.3% | -295.1% | -44.1% |
| 10Y | +23.5% | +506.6% | -483.1% | -29.0% |
| All | +193.8% | +3,332.4% | -3,138.6% | -21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling