+181.2%
IP vs SIMO
+2,345.4%
-2,164.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.6% | +11.1% | +3.2% |
| 7D | +3.4% | -16.9% | +20.3% | +6.3% |
| 30D | +11.2% | -35.4% | +46.6% | +18.7% |
| 3M | -14.8% | -31.9% | +17.1% | -11.1% |
| 6M | +17.3% | -19.3% | +36.6% | +16.2% |
| YTD | -6.2% | +98.5% | -104.6% | -24.0% |
| 1Y | +2.3% | +100.5% | -98.2% | -17.4% |
| 3Y | +17.7% | +254.1% | -236.4% | -17.3% |
| 5Y | -8.4% | +187.4% | -195.8% | -35.8% |
| 10Y | +32.1% | +447.7% | -415.6% | -24.2% |
| All | +181.2% | +2,345.4% | -2,164.2% | -21.2% |
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