+175.0%
SIMO vs IBB
+42.1%
+132.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.1% |
| 7D | -16.0% | +0.8% | -16.8% | -16.2% |
| 30D | -35.8% | +5.2% | -40.9% | -37.2% |
| 3M | -26.5% | +8.6% | -35.1% | -29.9% |
| 6M | -33.0% | +27.8% | -60.8% | -42.1% |
| YTD | +84.3% | +28.8% | +55.5% | +58.6% |
| 1Y | +82.0% | +36.4% | +45.6% | +51.3% |
| 3Y | +218.5% | +89.3% | +129.2% | +124.6% |
| 5Y | +175.0% | +43.3% | +131.8% | +151.0% |
| All | +175.0% | +42.1% | +132.9% | +151.0% |
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