+2,335.3%
SIMO vs IFF
+255.2%
+2,080.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.5% | -1.1% |
| 7D | +14.9% | -6.9% | +21.8% | +18.3% |
| 30D | -27.0% | -8.9% | -18.1% | -24.6% |
| 3M | -25.4% | -3.7% | -21.7% | -25.0% |
| 6M | -30.3% | +3.5% | -33.7% | -33.5% |
| YTD | +95.8% | +21.2% | +74.6% | +68.9% |
| 1Y | +100.0% | +25.6% | +74.4% | +69.0% |
| 3Y | +238.3% | +19.7% | +218.5% | +185.4% |
| 5Y | +187.6% | -39.8% | +227.4% | +226.3% |
| 10Y | +422.5% | -13.2% | +435.8% | +318.1% |
| All | +2,335.3% | +255.2% | +2,080.1% | +574.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling