+225.0%
SIMO vs IRM
+31.5%
+193.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.8% | +6.6% |
| 7D | +14.6% | +1.6% | +13.0% | +13.3% |
| 30D | +6.2% | -4.2% | +10.4% | +9.8% |
| 3M | +3.6% | -5.4% | +8.9% | +7.2% |
| 6M | +130.8% | +12.0% | +118.8% | +118.4% |
| YTD | +195.8% | +42.0% | +153.7% | +143.9% |
| 1Y | +225.0% | +29.9% | +195.1% | +192.3% |
| All | +225.0% | +31.5% | +193.5% | +192.3% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling