+104.7%
SIMO vs IBN
+14.2%
+90.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.4% | +9.1% | +8.6% |
| 7D | +0.9% | +11.1% | -10.2% | +2.7% |
| 30D | -25.4% | +23.9% | -49.2% | -24.7% |
| 3M | -17.8% | +16.3% | -34.1% | -15.9% |
| 6M | -29.6% | +34.2% | -63.8% | -30.5% |
| YTD | +100.3% | +17.6% | +82.8% | +113.0% |
| All | +104.7% | +14.2% | +90.4% | +117.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling