+84.6%
SIMO vs IRE
-97.8%
+182.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.2% | +6.0% |
| 7D | -8.5% | -15.5% | +7.1% | -7.6% |
| 30D | -34.8% | -70.4% | +35.6% | -25.8% |
| 3M | -32.8% | -81.6% | +48.8% | -20.5% |
| 6M | -32.0% | -94.7% | +62.7% | -17.9% |
| YTD | +87.0% | -91.8% | +178.8% | +109.0% |
| All | +84.6% | -97.8% | +182.4% | +124.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling