+528.8%
SIMO vs IRM
+407.3%
+121.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.8% | +6.4% |
| 7D | +14.6% | +1.6% | +13.0% | +14.0% |
| 30D | +6.2% | -4.2% | +10.4% | +7.8% |
| 3M | +3.6% | -5.4% | +8.9% | +5.5% |
| 6M | +130.8% | +12.0% | +118.8% | +124.0% |
| YTD | +195.8% | +42.0% | +153.7% | +167.8% |
| 1Y | +225.0% | +29.9% | +195.1% | +201.8% |
| 3Y | +452.3% | +104.4% | +348.0% | +350.4% |
| 5Y | +303.6% | +191.0% | +112.6% | +197.0% |
| 10Y | +528.8% | +417.1% | +111.7% | +296.9% |
| All | +528.8% | +407.3% | +121.5% | +296.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling