+465.4%
SIMO vs IFF
+30.1%
+435.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.3% |
| 7D | +14.5% | -3.0% | +17.5% | +14.9% |
| 30D | +20.4% | -0.9% | +21.3% | +20.5% |
| 3M | +7.1% | +11.8% | -4.7% | +4.3% |
| 6M | +129.2% | +16.5% | +112.7% | +119.5% |
| YTD | +201.9% | +26.5% | +175.4% | +178.8% |
| 1Y | +235.5% | +32.7% | +202.8% | +203.2% |
| All | +465.4% | +30.1% | +435.4% | +433.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling