+100.5%
SIMO vs IRM
+19.5%
+81.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.7% | -11.3% | -11.0% |
| 7D | -16.9% | +2.6% | -19.5% | -18.5% |
| 30D | -35.4% | +5.6% | -41.0% | -37.6% |
| 3M | -31.9% | -4.7% | -27.2% | -29.2% |
| 6M | -19.3% | -6.1% | -13.2% | -15.3% |
| YTD | +98.5% | +46.3% | +52.1% | +63.0% |
| 1Y | +100.5% | +18.7% | +81.8% | +80.2% |
| All | +100.5% | +19.5% | +81.1% | +80.2% |
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