+409.6%
SIMO vs IBN
+368.7%
+41.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +5.3% |
| 7D | -8.2% | +14.6% | -22.8% | -11.3% |
| 30D | -34.6% | +23.5% | -58.1% | -38.2% |
| 3M | -32.6% | +14.0% | -46.6% | -35.1% |
| 6M | -31.8% | +31.1% | -63.0% | -36.7% |
| YTD | +87.6% | +16.6% | +71.0% | +79.4% |
| 1Y | +86.7% | +14.9% | +71.8% | +79.1% |
| 3Y | +227.4% | +56.9% | +170.6% | +188.9% |
| 5Y | +173.0% | +69.7% | +103.3% | +134.9% |
| 10Y | +409.6% | +365.4% | +44.3% | +279.9% |
| All | +409.6% | +368.7% | +41.0% | +279.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling