+85.2%
SIMO vs IVZ
+25.5%
+59.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.8% | -1.1% | +2.1% |
| 7D | -8.2% | +4.1% | -12.3% | -9.6% |
| 30D | -34.6% | -2.0% | -32.6% | -33.6% |
| 3M | -32.6% | -7.8% | -24.8% | -29.7% |
| 6M | -31.8% | +6.3% | -38.1% | -31.6% |
| YTD | +87.6% | +12.6% | +75.1% | +80.2% |
| All | +85.2% | +25.5% | +59.7% | +68.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling