+85.9%
SIMO vs IRE
-97.3%
+183.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.5% | +8.2% | +6.0% |
| 7D | -8.2% | -15.5% | +7.3% | -7.3% |
| 30D | -34.6% | -70.4% | +35.8% | -25.5% |
| 3M | -32.6% | -81.6% | +49.0% | -20.0% |
| 6M | -31.8% | -94.7% | +62.9% | -16.6% |
| YTD | +87.6% | -91.8% | +179.4% | +107.3% |
| 1Y | +86.7% | -97.6% | +184.2% | +134.0% |
| All | +85.9% | -97.3% | +183.2% | +123.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling