+270.1%
SIMO vs IBB
+22.5%
+247.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.9% | +9.6% | +9.2% |
| 7D | +4.2% | +1.4% | +2.8% | +3.4% |
| 30D | +4.1% | +10.5% | -6.4% | -2.2% |
| 3M | -12.9% | +23.6% | -36.5% | -23.3% |
| 6M | +110.3% | +22.6% | +87.7% | +84.9% |
| YTD | +178.6% | +25.7% | +152.9% | +142.4% |
| 1Y | +220.0% | +51.4% | +168.6% | +151.1% |
| 3Y | +409.0% | +64.4% | +344.7% | +281.2% |
| All | +270.1% | +22.5% | +247.6% | +230.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling