+3,365.1%
SIMO vs IRM
+1,504.6%
+1,860.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.6% | +7.1% | +8.1% |
| 7D | +4.2% | -0.5% | +4.7% | +4.4% |
| 30D | +4.1% | -8.1% | +12.2% | +7.6% |
| 3M | -12.9% | -9.7% | -3.2% | -9.1% |
| 6M | +110.3% | +10.0% | +100.4% | +103.4% |
| YTD | +178.6% | +43.0% | +135.6% | +143.1% |
| 1Y | +220.0% | +32.7% | +187.3% | +186.9% |
| 3Y | +409.0% | +102.7% | +306.3% | +280.0% |
| 5Y | +277.3% | +187.6% | +89.7% | +139.1% |
| 10Y | +506.6% | +420.1% | +86.5% | +177.8% |
| All | +3,365.1% | +1,504.6% | +1,860.4% | +765.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling