+170.0%
SIMO vs IRM
+187.5%
-17.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -5.3% |
| 7D | +4.1% | +6.8% | -2.7% | +1.0% |
| 30D | -24.0% | +2.6% | -26.6% | -24.1% |
| 3M | -31.8% | -9.5% | -22.3% | -27.9% |
| 6M | -36.9% | -8.5% | -28.4% | -33.5% |
| YTD | +84.8% | +40.3% | +44.5% | +67.0% |
| 1Y | +99.0% | +28.7% | +70.3% | +85.0% |
| 3Y | +217.9% | +111.8% | +106.1% | +151.3% |
| All | +170.0% | +187.5% | -17.5% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling