+3,365.1%
SIMO vs IBB
+875.2%
+2,489.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.9% | +9.6% | +9.3% |
| 7D | +4.2% | +1.4% | +2.8% | +3.1% |
| 30D | +4.1% | +10.5% | -6.4% | -4.1% |
| 3M | -12.9% | +23.6% | -36.5% | -26.1% |
| 6M | +110.3% | +22.6% | +87.7% | +77.7% |
| YTD | +178.6% | +25.7% | +152.9% | +132.3% |
| 1Y | +220.0% | +51.4% | +168.6% | +132.8% |
| 3Y | +409.0% | +64.4% | +344.7% | +245.8% |
| 5Y | +277.3% | +22.1% | +255.2% | +210.6% |
| 10Y | +506.6% | +132.5% | +374.1% | +178.2% |
| All | +3,365.1% | +875.2% | +2,489.8% | +242.2% |
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 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