+2,391.6%
SIMO vs IRM
+1,455.8%
+935.8%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.5% | +7.2% | +8.0% |
| 7D | +0.9% | -5.3% | +6.2% | +3.6% |
| 30D | -25.4% | -2.3% | -23.1% | -24.0% |
| 3M | -17.8% | -7.4% | -10.3% | -14.1% |
| 6M | -29.6% | -12.2% | -17.3% | -24.8% |
| YTD | +100.3% | +38.6% | +61.7% | +79.0% |
| 1Y | +100.4% | +14.9% | +85.5% | +92.3% |
| 3Y | +246.1% | +108.2% | +137.9% | +159.3% |
| 5Y | +189.8% | +183.8% | +6.0% | +87.3% |
| 10Y | +434.6% | +512.6% | -78.0% | +130.6% |
| All | +2,391.6% | +1,455.8% | +935.8% | +537.3% |
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