+220.0%
SIMO vs IRM
+34.4%
+185.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.6% | +7.1% | +7.6% |
| 7D | +4.2% | -0.5% | +4.7% | +4.5% |
| 30D | +4.1% | -8.1% | +12.2% | +10.1% |
| 3M | -12.9% | -9.7% | -3.2% | -6.9% |
| 6M | +110.3% | +10.0% | +100.4% | +100.8% |
| YTD | +178.6% | +43.0% | +135.6% | +128.6% |
| 1Y | +220.0% | +32.7% | +187.3% | +185.0% |
| All | +220.0% | +34.4% | +185.6% | +185.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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