+170.0%
SIMO vs IBN
+73.5%
+96.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -6.0% | -5.7% |
| 7D | +4.1% | +1.9% | +2.3% | +3.5% |
| 30D | -24.0% | +22.1% | -46.1% | -29.2% |
| 3M | -31.8% | +17.1% | -48.9% | -35.6% |
| 6M | -36.9% | +35.5% | -72.4% | -43.8% |
| YTD | +84.8% | +16.8% | +68.0% | +74.4% |
| 1Y | +99.0% | +12.4% | +86.6% | +90.6% |
| 3Y | +217.9% | +58.0% | +159.9% | +159.8% |
| All | +170.0% | +73.5% | +96.5% | +117.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling