+242.5%
IYR vs SIMO
+3,332.4%
-3,089.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.7% | -9.4% | -2.0% |
| 7D | -1.2% | +4.2% | -5.5% | -1.9% |
| 30D | -2.9% | +4.1% | -6.9% | -4.0% |
| 3M | +0.8% | -12.9% | +13.7% | +0.6% |
| 6M | +1.9% | +110.3% | -108.5% | -13.7% |
| YTD | +9.6% | +178.6% | -168.9% | -12.2% |
| 1Y | +8.1% | +220.0% | -211.9% | -15.9% |
| 3Y | +29.2% | +409.0% | -379.8% | -9.3% |
| 5Y | +4.3% | +277.3% | -273.0% | -25.7% |
| 10Y | +64.7% | +506.6% | -441.9% | +1.3% |
| All | +242.5% | +3,332.4% | -3,089.9% | +0.4% |
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