+75.3%
SIMO vs IRE
-97.2%
+172.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +39.6% | -35.4% | -1.5% |
| 7D | -22.0% | -27.2% | +5.2% | -19.7% |
| 30D | -43.0% | -75.1% | +32.1% | -33.8% |
| 3M | -39.1% | -77.9% | +38.7% | -29.3% |
| 6M | -33.3% | -94.6% | +61.3% | -18.7% |
| YTD | +77.0% | -91.5% | +168.5% | +94.9% |
| 1Y | +73.0% | -97.8% | +170.8% | +120.5% |
| All | +75.3% | -97.2% | +172.6% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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