+388.8%
SIMO vs IBB
+126.8%
+262.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.3% |
| 7D | +4.1% | -0.5% | +4.6% | +4.5% |
| 30D | -24.0% | +4.6% | -28.5% | -25.4% |
| 3M | -31.8% | +6.8% | -38.6% | -34.5% |
| 6M | -36.9% | +23.1% | -60.0% | -44.5% |
| YTD | +84.8% | +26.0% | +58.8% | +60.2% |
| 1Y | +99.0% | +30.4% | +68.6% | +68.9% |
| 3Y | +217.9% | +85.4% | +132.5% | +120.3% |
| 5Y | +171.5% | +39.7% | +131.7% | +117.8% |
| All | +388.8% | +126.8% | +262.0% | +206.2% |
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