+100.5%
SIMO vs IAG
+56.5%
+44.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +10.2% | -19.8% | -11.9% |
| 7D | -16.9% | +1.1% | -18.0% | -17.2% |
| 30D | -35.4% | -5.3% | -30.1% | -34.5% |
| 3M | -31.9% | +18.0% | -49.9% | -34.4% |
| 6M | -19.3% | +7.1% | -26.4% | -21.2% |
| YTD | +98.5% | +5.9% | +92.5% | +84.4% |
| 1Y | +100.5% | +59.4% | +41.1% | +50.5% |
| All | +100.5% | +56.5% | +44.0% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling