+384.8%
SIMO vs IOVA
+34.0%
+350.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.9% | +0.3% | +3.8% |
| 7D | -22.0% | -5.2% | -16.8% | -21.5% |
| 30D | -43.0% | -37.8% | -5.3% | -41.2% |
| 3M | -39.1% | +29.5% | -68.6% | -41.4% |
| 6M | -33.3% | +96.6% | -129.9% | -38.7% |
| YTD | +77.0% | +194.5% | -117.5% | +55.6% |
| 1Y | +73.0% | +248.1% | -175.0% | +49.6% |
| 3Y | +215.7% | +86.1% | +129.6% | +167.2% |
| 5Y | +155.6% | -67.8% | +223.5% | +136.4% |
| All | +384.8% | +34.0% | +350.8% | +285.1% |
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