+528.8%
SIMO vs IAG
+371.0%
+157.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +6.3% |
| 7D | +14.6% | +4.3% | +10.4% | +14.2% |
| 30D | +6.2% | +9.8% | -3.6% | +5.4% |
| 3M | +3.6% | +28.9% | -25.4% | +1.3% |
| 6M | +130.8% | -7.6% | +138.4% | +130.2% |
| YTD | +195.8% | +22.0% | +173.8% | +188.9% |
| 1Y | +225.0% | +99.5% | +125.5% | +207.8% |
| 3Y | +452.3% | +818.3% | -366.0% | +375.4% |
| 5Y | +303.6% | +785.9% | -482.3% | +241.3% |
| 10Y | +528.8% | +381.1% | +147.7% | +439.4% |
| All | +528.8% | +371.0% | +157.8% | +439.4% |
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