+156.7%
SIMO vs IAG
+515.1%
-358.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.2% | -3.0% | +3.4% |
| 7D | -22.0% | +21.4% | -43.4% | -23.8% |
| 30D | -43.0% | +4.0% | -47.1% | -43.3% |
| 3M | -39.1% | +17.0% | -56.2% | -40.2% |
| 6M | -33.3% | +1.4% | -34.7% | -33.8% |
| YTD | +77.0% | +13.8% | +63.2% | +72.6% |
| 1Y | +73.0% | +55.8% | +17.2% | +64.4% |
| 3Y | +215.7% | +647.4% | -431.7% | +165.7% |
| All | +156.7% | +515.1% | -358.4% | +117.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling