+247.9%
IYR vs SIMO
+2,171.3%
-1,923.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | +0.1% |
| 7D | +2.1% | -16.0% | +18.1% | +4.4% |
| 30D | +7.2% | -35.8% | +42.9% | +13.1% |
| 3M | +0.4% | -26.5% | +26.9% | +2.9% |
| 6M | +1.4% | -33.0% | +34.4% | +3.0% |
| YTD | +11.3% | +84.3% | -73.0% | -6.7% |
| 1Y | +10.5% | +82.0% | -71.5% | -7.4% |
| 3Y | +41.7% | +218.5% | -176.8% | +5.0% |
| 5Y | +7.1% | +175.0% | -167.9% | -21.5% |
| 10Y | +89.1% | +407.5% | -318.4% | +17.0% |
| All | +247.9% | +2,171.3% | -1,923.4% | +6.6% |
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