+596.0%
SIMO vs IFF
-20.3%
+616.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.5% | +7.8% | +7.4% |
| 7D | +11.0% | -3.2% | +14.2% | +11.9% |
| 30D | +17.9% | -0.3% | +18.2% | +17.8% |
| 3M | +3.9% | +8.4% | -4.5% | +0.5% |
| 6M | +131.0% | +23.0% | +108.0% | +113.2% |
| YTD | +209.3% | +25.5% | +183.9% | +182.2% |
| 1Y | +223.8% | +29.1% | +194.7% | +192.1% |
| 3Y | +479.2% | +31.7% | +447.6% | +413.6% |
| 5Y | +316.0% | -35.2% | +351.2% | +346.1% |
| All | +596.0% | -20.3% | +616.3% | +541.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling