+596.0%
SIMO vs IDXX
+360.5%
+235.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.4% | +7.6% | +7.3% |
| 7D | +11.0% | -5.7% | +16.8% | +12.8% |
| 30D | +17.9% | -11.5% | +29.4% | +21.7% |
| 3M | +3.9% | -9.5% | +13.4% | +5.4% |
| 6M | +131.0% | -16.0% | +147.0% | +138.3% |
| YTD | +209.3% | -25.4% | +234.7% | +231.3% |
| 1Y | +223.8% | -21.8% | +245.5% | +239.7% |
| 3Y | +479.2% | +7.0% | +472.2% | +427.3% |
| 5Y | +316.0% | -26.0% | +342.0% | +324.4% |
| All | +596.0% | +360.5% | +235.5% | +252.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 10y: compounded portfolio wealth divided by compounded IDXX 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…
10y analysis · Full analysis span regression · 6 months rolling