+810.8%
IVV vs SIMO
+1,993.5%
-1,182.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -14.4% | +10.0% | -2.4% |
| 7D | -4.8% | -31.4% | +26.6% | 0.0% |
| 30D | -5.9% | -45.2% | +39.2% | +1.4% |
| 3M | -4.5% | -36.5% | +32.0% | -0.1% |
| 6M | +1.8% | -34.2% | +36.0% | +4.4% |
| YTD | +8.4% | +69.9% | -61.5% | -5.5% |
| 1Y | +9.4% | +60.4% | -51.0% | -3.9% |
| 3Y | +75.3% | +203.1% | -127.9% | +37.5% |
| 5Y | +67.8% | +145.4% | -77.7% | +32.1% |
| 10Y | +314.2% | +368.9% | -54.7% | +185.5% |
| All | +810.8% | +1,993.5% | -1,182.7% | +302.2% |
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