+83.4%
IYR vs SIMO
+423.7%
-340.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | -0.4% |
| 7D | -0.1% | +14.9% | -15.0% | -1.2% |
| 30D | +5.7% | -27.0% | +32.7% | +7.9% |
| 3M | -0.6% | -25.4% | +24.8% | +0.7% |
| 6M | +0.5% | -30.3% | +30.8% | +0.9% |
| YTD | +10.4% | +95.8% | -85.4% | -3.8% |
| 1Y | +9.2% | +100.0% | -90.8% | -5.3% |
| 3Y | +40.5% | +238.3% | -197.7% | +10.7% |
| 5Y | +5.9% | +187.6% | -181.6% | -17.0% |
| All | +83.4% | +423.7% | -340.3% | +23.7% |
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