+176.0%
SIMO vs IRE
-84.4%
+260.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +14.0% | -5.3% | +7.2% |
| 7D | +4.2% | +54.8% | -50.6% | -0.7% |
| 30D | +4.1% | +18.4% | -14.3% | +1.0% |
| 3M | -12.9% | -66.7% | +53.9% | -11.5% |
| 6M | +110.3% | -52.3% | +162.7% | +105.3% |
| YTD | +178.6% | -52.3% | +230.9% | +155.2% |
| All | +176.0% | -84.4% | +260.5% | +174.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling