+306.5%
IVV vs SIMO
+379.7%
-73.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.8% | -0.3% |
| 7D | -2.7% | -22.0% | +19.3% | +0.6% |
| 30D | -5.4% | -43.0% | +37.7% | +2.0% |
| 3M | -4.1% | -39.1% | +35.1% | +1.4% |
| 6M | +0.7% | -33.3% | +34.0% | +2.9% |
| YTD | +8.7% | +77.0% | -68.2% | -9.4% |
| 1Y | +11.0% | +73.0% | -62.0% | -7.3% |
| 3Y | +75.4% | +215.7% | -140.3% | +26.7% |
| 5Y | +68.3% | +155.6% | -87.3% | +21.8% |
| All | +306.5% | +379.7% | -73.2% | +138.3% |
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