+243.3%
IYR vs SIMO
+2,080.4%
-1,837.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -1.2% |
| 7D | +2.0% | -22.0% | +24.0% | +5.2% |
| 30D | +8.2% | -43.0% | +51.3% | +16.2% |
| 3M | -1.7% | -39.1% | +37.4% | +3.5% |
| 6M | -0.4% | -33.3% | +32.9% | +1.1% |
| YTD | +9.9% | +77.0% | -67.1% | -7.4% |
| 1Y | +10.4% | +73.0% | -62.6% | -6.8% |
| 3Y | +38.4% | +215.7% | -177.3% | +2.6% |
| 5Y | +5.2% | +155.6% | -150.4% | -22.0% |
| 10Y | +83.8% | +388.4% | -304.5% | +14.4% |
| All | +243.3% | +2,080.4% | -1,837.2% | +5.8% |
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