+73.0%
SIMO vs IBB
+35.8%
+37.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.4% | +3.3% |
| 7D | -22.0% | -1.8% | -20.2% | -20.9% |
| 30D | -43.0% | +5.1% | -48.1% | -43.4% |
| 3M | -39.1% | +10.7% | -49.9% | -41.7% |
| 6M | -33.3% | +22.9% | -56.2% | -40.1% |
| YTD | +77.0% | +26.7% | +50.3% | +56.9% |
| 1Y | +73.0% | +35.1% | +37.9% | +45.5% |
| All | +73.0% | +35.8% | +37.3% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling