+217.9%
SIMO vs IBN
+57.3%
+160.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.7% |
| 7D | +4.1% | +1.9% | +2.3% | +3.8% |
| 30D | -24.0% | +22.1% | -46.1% | -27.2% |
| 3M | -31.8% | +17.1% | -48.9% | -33.9% |
| 6M | -36.9% | +35.5% | -72.4% | -41.6% |
| YTD | +84.8% | +16.8% | +68.0% | +79.7% |
| 1Y | +99.0% | +12.4% | +86.6% | +95.8% |
| 3Y | +217.9% | +58.0% | +159.9% | +196.7% |
| All | +217.9% | +57.3% | +160.6% | +196.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling