+2,233.7%
SIMO vs IAG
+222.5%
+2,011.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.8% | -0.1% | +5.1% |
| 7D | -8.2% | +24.0% | -32.2% | -10.2% |
| 30D | -34.6% | +5.5% | -40.1% | -35.0% |
| 3M | -32.6% | +8.3% | -40.9% | -33.2% |
| 6M | -31.8% | +6.1% | -37.9% | -32.5% |
| YTD | +87.6% | +20.3% | +67.3% | +82.1% |
| 1Y | +86.7% | +56.5% | +30.2% | +76.8% |
| 3Y | +227.4% | +762.6% | -535.2% | +159.0% |
| 5Y | +173.0% | +546.3% | -373.3% | +114.2% |
| 10Y | +409.6% | +356.1% | +53.5% | +284.5% |
| All | +2,233.7% | +222.5% | +2,011.2% | +1,447.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling