+203.1%
SIMO vs IBB
+75.6%
+127.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -5.0% | -9.4% | -10.9% |
| 7D | -31.4% | -3.6% | -27.8% | -29.3% |
| 30D | -45.2% | +3.4% | -48.6% | -45.9% |
| 3M | -36.5% | +9.5% | -46.0% | -40.7% |
| 6M | -34.2% | +23.3% | -57.5% | -44.0% |
| YTD | +69.9% | +24.5% | +45.4% | +43.3% |
| 1Y | +60.4% | +32.9% | +27.5% | +28.2% |
| All | +203.1% | +75.6% | +127.6% | +107.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling