+3,655.7%
SIMO vs IDXX
+3,406.8%
+248.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.5% |
| 7D | +14.5% | -4.4% | +18.9% | +16.6% |
| 30D | +20.4% | -13.5% | +34.0% | +27.4% |
| 3M | +7.1% | -11.0% | +18.1% | +10.4% |
| 6M | +129.2% | -15.6% | +144.9% | +139.3% |
| YTD | +201.9% | -23.9% | +225.8% | +229.5% |
| 1Y | +235.5% | -21.4% | +256.9% | +257.9% |
| 3Y | +463.8% | +10.6% | +453.2% | +386.0% |
| 5Y | +306.7% | -23.9% | +330.6% | +301.6% |
| 10Y | +579.5% | +368.4% | +211.0% | +122.5% |
| All | +3,655.7% | +3,406.8% | +248.9% | +215.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling