+3,365.1%
SIMO vs IAG
+232.9%
+3,132.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -2.2% | +10.9% | +8.9% |
| 7D | +4.2% | -0.5% | +4.8% | +4.2% |
| 30D | +4.1% | +28.9% | -24.8% | +1.3% |
| 3M | -12.9% | +19.1% | -32.0% | -14.6% |
| 6M | +110.3% | -10.3% | +120.6% | +110.8% |
| YTD | +178.6% | +24.2% | +154.4% | +169.7% |
| 1Y | +220.0% | +116.5% | +103.5% | +193.7% |
| 3Y | +409.0% | +742.8% | -333.8% | +302.5% |
| 5Y | +277.3% | +753.3% | -476.0% | +187.8% |
| 10Y | +506.6% | +403.2% | +103.4% | +350.0% |
| All | +3,365.1% | +232.9% | +3,132.2% | +2,191.0% |
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