+223.8%
SIMO vs IFF
+33.4%
+190.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.5% | +7.8% | +7.1% |
| 7D | +11.0% | -3.2% | +14.2% | +10.4% |
| 30D | +17.9% | -0.3% | +18.2% | +17.9% |
| 3M | +3.9% | +8.4% | -4.5% | +5.2% |
| 6M | +131.0% | +23.0% | +108.0% | +133.2% |
| YTD | +209.3% | +25.5% | +183.9% | +203.3% |
| 1Y | +223.8% | +29.1% | +194.7% | +205.8% |
| All | +223.8% | +33.4% | +190.4% | +205.8% |
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