+310.3%
IVV vs SIMO
+394.4%
-84.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.6% | +5.2% | +0.4% |
| 7D | +2.6% | +4.1% | -1.5% | +1.9% |
| 30D | -2.0% | -24.0% | +22.0% | +1.3% |
| 3M | -2.8% | -31.8% | +29.0% | +1.1% |
| 6M | +2.2% | -36.9% | +39.0% | +5.4% |
| YTD | +11.5% | +84.8% | -73.3% | -7.8% |
| 1Y | +13.5% | +99.0% | -85.5% | -7.6% |
| 3Y | +78.1% | +217.9% | -139.8% | +28.6% |
| 5Y | +73.1% | +171.5% | -98.4% | +23.9% |
| All | +310.3% | +394.4% | -84.1% | +139.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling