+270.1%
SIMO vs IBN
+61.6%
+208.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.7% | +9.4% | +9.0% |
| 7D | +4.2% | +1.4% | +2.8% | +3.7% |
| 30D | +4.1% | -0.3% | +4.4% | +4.2% |
| 3M | -12.9% | +17.1% | -30.0% | -18.2% |
| 6M | +110.3% | +3.4% | +107.0% | +107.0% |
| YTD | +178.6% | +2.5% | +176.0% | +175.3% |
| 1Y | +220.0% | -4.2% | +224.2% | +223.8% |
| 3Y | +409.0% | +32.4% | +376.6% | +344.3% |
| All | +270.1% | +61.6% | +208.5% | +189.4% |
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 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