+6,503.1%
SIMO vs IOVA
-91.6%
+6,594.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.0% | +7.7% | +8.7% |
| 7D | +4.2% | +9.7% | -5.5% | +4.0% |
| 30D | +4.1% | +102.5% | -98.4% | +2.4% |
| 3M | -12.9% | +100.7% | -113.6% | -14.3% |
| 6M | +110.3% | +106.3% | +4.0% | +106.3% |
| YTD | +178.6% | +222.0% | -43.4% | +170.6% |
| 1Y | +220.0% | +299.5% | -79.6% | +209.0% |
| 3Y | +409.0% | +42.9% | +366.1% | +393.7% |
| 5Y | +277.3% | -65.0% | +342.3% | +269.5% |
| 10Y | +506.6% | +10.3% | +496.3% | +485.1% |
| All | +6,503.1% | -91.6% | +6,594.7% | +6,715.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling