+2,101.2%
SIMO vs IBB
+883.1%
+1,218.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.4% | +2.9% |
| 7D | -22.0% | -1.8% | -20.2% | -20.6% |
| 30D | -43.0% | +5.1% | -48.1% | -44.8% |
| 3M | -39.1% | +10.7% | -49.9% | -43.9% |
| 6M | -33.3% | +22.9% | -56.2% | -43.2% |
| YTD | +77.0% | +26.7% | +50.3% | +47.0% |
| 1Y | +73.0% | +35.1% | +37.9% | +36.8% |
| 3Y | +215.7% | +80.2% | +135.5% | +101.1% |
| 5Y | +155.6% | +37.8% | +117.8% | +92.6% |
| 10Y | +388.4% | +161.2% | +227.2% | +104.2% |
| All | +2,101.2% | +883.1% | +1,218.1% | +116.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling