+408.0%
SIMO vs IOVA
+28.7%
+379.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +5.5% |
| 7D | -8.5% | +1.9% | -10.3% | -8.5% |
| 30D | -34.8% | -44.1% | +9.3% | -32.0% |
| 3M | -32.8% | +28.9% | -61.7% | -35.3% |
| 6M | -32.0% | +125.7% | -157.7% | -38.2% |
| YTD | +87.0% | +199.3% | -112.2% | +64.2% |
| 1Y | +86.1% | +255.2% | -169.1% | +60.6% |
| 3Y | +226.4% | +106.8% | +119.6% | +173.9% |
| 5Y | +172.1% | -67.1% | +239.2% | +151.2% |
| 10Y | +408.0% | +16.7% | +391.3% | +311.6% |
| All | +408.0% | +28.7% | +379.4% | +311.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 10y: compounded portfolio wealth divided by compounded IOVA 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…
10y analysis · Full analysis span regression · 6 months rolling