+384.8%
SIMO vs IBB
+156.3%
+228.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.4% | +3.1% |
| 7D | -22.0% | -1.8% | -20.2% | -20.9% |
| 30D | -43.0% | +5.1% | -48.1% | -44.4% |
| 3M | -39.1% | +10.7% | -49.9% | -42.9% |
| 6M | -33.3% | +22.9% | -56.2% | -41.2% |
| YTD | +77.0% | +26.7% | +50.3% | +53.1% |
| 1Y | +73.0% | +35.1% | +37.9% | +44.0% |
| 3Y | +215.7% | +80.2% | +135.5% | +123.2% |
| 5Y | +155.6% | +37.8% | +117.8% | +107.2% |
| All | +384.8% | +156.3% | +228.5% | +202.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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