+2,013.4%
SIMO vs IBB
+866.4%
+1,147.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -5.0% | -9.4% | -10.7% |
| 7D | -31.4% | -3.6% | -27.8% | -29.3% |
| 30D | -45.2% | +3.4% | -48.6% | -46.2% |
| 3M | -36.5% | +9.5% | -46.0% | -41.0% |
| 6M | -34.2% | +23.3% | -57.5% | -44.2% |
| YTD | +69.9% | +24.5% | +45.4% | +42.9% |
| 1Y | +60.4% | +32.9% | +27.5% | +28.3% |
| 3Y | +203.1% | +76.6% | +126.6% | +95.9% |
| 5Y | +145.4% | +35.5% | +109.9% | +87.2% |
| 10Y | +368.9% | +156.7% | +212.1% | +98.5% |
| All | +2,013.4% | +866.4% | +1,147.1% | +110.5% |
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 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