+528.8%
SIMO vs IVZ
+61.1%
+467.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.2% | +8.4% | +6.9% |
| 7D | +14.6% | +1.1% | +13.5% | +14.1% |
| 30D | +6.2% | +3.1% | +3.1% | +5.1% |
| 3M | +3.6% | +18.2% | -14.6% | -2.0% |
| 6M | +130.8% | +38.6% | +92.2% | +106.3% |
| YTD | +195.8% | +25.9% | +169.9% | +171.3% |
| 1Y | +225.0% | +51.7% | +173.3% | +180.3% |
| 3Y | +452.3% | +138.7% | +313.7% | +303.5% |
| 5Y | +303.6% | +62.8% | +240.8% | +221.2% |
| 10Y | +528.8% | +60.9% | +467.9% | +382.3% |
| All | +528.8% | +61.1% | +467.7% | +382.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling