+100.5%
SIMO vs IFF
+44.8%
+55.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -4.9% | -4.7% | -11.1% |
| 7D | -16.9% | -3.3% | -13.6% | -17.7% |
| 30D | -35.4% | +5.3% | -40.7% | -34.5% |
| 3M | -31.9% | +8.9% | -40.8% | -30.2% |
| 6M | -19.3% | +26.3% | -45.7% | -15.9% |
| YTD | +98.5% | +32.2% | +66.3% | +102.4% |
| 1Y | +100.5% | +45.8% | +54.8% | +98.8% |
| All | +100.5% | +44.8% | +55.7% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling