+100.0%
SIMO vs IRM
+16.9%
+83.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -4.0% |
| 7D | +14.9% | +8.6% | +6.3% | +6.6% |
| 30D | -27.0% | 0.0% | -27.0% | -25.9% |
| 3M | -25.4% | -7.1% | -18.2% | -19.5% |
| 6M | -30.3% | -7.9% | -22.4% | -24.5% |
| YTD | +95.8% | +41.3% | +54.5% | +59.0% |
| 1Y | +100.0% | +20.7% | +79.3% | +78.5% |
| All | +100.0% | +16.9% | +83.2% | +78.5% |
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