+388.8%
SIMO vs IAG
+389.3%
-0.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.6% | -5.7% |
| 7D | +4.1% | -7.7% | +11.8% | +4.8% |
| 30D | -24.0% | +1.6% | -25.6% | -24.1% |
| 3M | -31.8% | -2.4% | -29.3% | -31.7% |
| 6M | -36.9% | -7.8% | -29.1% | -36.8% |
| YTD | +84.8% | +5.0% | +79.8% | +82.6% |
| 1Y | +99.0% | +25.7% | +73.3% | +94.2% |
| 3Y | +217.9% | +694.5% | -476.6% | +175.9% |
| 5Y | +171.5% | +421.7% | -250.2% | +135.4% |
| All | +388.8% | +389.3% | -0.5% | +316.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling