+465.4%
SIMO vs IAG
+817.0%
-351.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | -0.1% | +1.8% |
| 7D | +14.5% | +1.7% | +12.8% | +14.2% |
| 30D | +20.4% | +11.4% | +9.0% | +18.5% |
| 3M | +7.1% | +33.0% | -25.9% | +2.5% |
| 6M | +129.2% | -6.0% | +135.2% | +127.1% |
| YTD | +201.9% | +24.6% | +177.4% | +188.1% |
| 1Y | +235.5% | +105.0% | +130.5% | +203.9% |
| All | +465.4% | +817.0% | -351.5% | +350.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling