+80.3%
IVV vs SIMO
+230.1%
-149.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.7% | -3.3% | +1.7% |
| 7D | +0.1% | -8.2% | +8.3% | +0.8% |
| 30D | -3.3% | -34.6% | +31.3% | +0.6% |
| 3M | -2.4% | -32.6% | +30.2% | +0.5% |
| 6M | +2.6% | -31.8% | +34.4% | +4.0% |
| YTD | +11.3% | +87.6% | -76.3% | -7.4% |
| 1Y | +13.4% | +86.7% | -73.2% | -5.7% |
| 3Y | +80.3% | +227.4% | -147.2% | +23.5% |
| All | +80.3% | +230.1% | -149.8% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling