+388.8%
SIMO vs IFF
-12.5%
+401.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.6% | -5.8% |
| 7D | +4.1% | -1.8% | +5.9% | +4.5% |
| 30D | -24.0% | -9.4% | -14.6% | -22.5% |
| 3M | -31.8% | -3.0% | -28.8% | -31.7% |
| 6M | -36.9% | +5.8% | -42.7% | -39.0% |
| YTD | +84.8% | +22.4% | +62.5% | +68.6% |
| 1Y | +99.0% | +23.0% | +75.9% | +81.0% |
| 3Y | +217.9% | +21.8% | +196.2% | +187.1% |
| 5Y | +171.5% | -39.2% | +210.7% | +195.9% |
| All | +388.8% | -12.5% | +401.2% | +327.7% |
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