+99.0%
SIMO vs IFF
+27.0%
+72.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.6% | -5.3% |
| 7D | +4.1% | -1.8% | +5.9% | +3.6% |
| 30D | -24.0% | -9.4% | -14.6% | -26.1% |
| 3M | -31.8% | -3.0% | -28.8% | -32.4% |
| 6M | -36.9% | +5.8% | -42.7% | -36.1% |
| YTD | +84.8% | +22.4% | +62.5% | +85.8% |
| 1Y | +99.0% | +23.0% | +75.9% | +100.4% |
| All | +99.0% | +27.0% | +72.0% | +100.4% |
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