+156.7%
SIMO vs IRM
+168.2%
-11.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.7% |
| 7D | -22.0% | -8.6% | -13.4% | -18.2% |
| 30D | -43.0% | -8.0% | -35.1% | -40.2% |
| 3M | -39.1% | -12.0% | -27.2% | -34.7% |
| 6M | -33.3% | -18.2% | -15.1% | -26.3% |
| YTD | +77.0% | +31.4% | +45.6% | +64.9% |
| 1Y | +73.0% | +9.2% | +63.8% | +71.3% |
| 3Y | +215.7% | +94.6% | +121.1% | +158.3% |
| All | +156.7% | +168.2% | -11.5% | +81.8% |
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