+215.7%
SIMO vs IBN
+51.2%
+164.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | 0.0% | +3.5% |
| 7D | -22.0% | +15.1% | -37.1% | -24.0% |
| 30D | -43.0% | +21.6% | -64.7% | -45.5% |
| 3M | -39.1% | +11.2% | -50.3% | -40.3% |
| 6M | -33.3% | +27.8% | -61.0% | -37.3% |
| YTD | +77.0% | +14.7% | +62.3% | +72.6% |
| 1Y | +73.0% | +14.4% | +58.6% | +68.7% |
| 3Y | +215.7% | +52.1% | +163.6% | +197.1% |
| All | +215.7% | +51.2% | +164.5% | +197.1% |
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