+306.7%
SIMO vs IFF
-35.9%
+342.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.4% |
| 7D | +14.5% | -3.0% | +17.5% | +15.1% |
| 30D | +20.4% | -0.9% | +21.3% | +20.5% |
| 3M | +7.1% | +11.8% | -4.7% | +3.6% |
| 6M | +129.2% | +16.5% | +112.7% | +117.6% |
| YTD | +201.9% | +26.5% | +175.4% | +178.5% |
| 1Y | +235.5% | +32.7% | +202.8% | +204.4% |
| 3Y | +463.8% | +32.0% | +431.8% | +410.2% |
| 5Y | +306.7% | -36.1% | +342.8% | +334.6% |
| All | +306.7% | -35.9% | +342.6% | +334.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling