+68.4%
SIMO vs IRE
-98.0%
+166.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -33.9% | +19.6% | -9.5% |
| 7D | -31.4% | -57.1% | +25.8% | -23.4% |
| 30D | -45.2% | -84.4% | +39.3% | -31.7% |
| 3M | -36.5% | -85.0% | +48.4% | -21.7% |
| 6M | -34.2% | -95.2% | +61.1% | -16.0% |
| YTD | +69.9% | -93.9% | +163.9% | +97.8% |
| 1Y | +60.4% | -98.8% | +159.2% | +124.3% |
| All | +68.4% | -98.0% | +166.4% | +113.1% |
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