+83.1%
SIMO vs IRE
-98.1%
+181.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -14.4% | +8.8% | -3.5% |
| 7D | +4.1% | -31.8% | +36.0% | +9.6% |
| 30D | -24.0% | -71.8% | +47.8% | -12.2% |
| 3M | -31.8% | -88.9% | +57.1% | -13.6% |
| 6M | -36.9% | -95.4% | +58.5% | -19.7% |
| YTD | +84.8% | -94.2% | +179.1% | +114.2% |
| 1Y | +99.0% | -97.1% | +196.1% | +143.3% |
| All | +83.1% | -98.1% | +181.2% | +130.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling