+217.9%
SIMO vs IVZ
+152.3%
+65.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.4% | -8.0% | -6.7% |
| 7D | +4.1% | +7.6% | -3.5% | +0.3% |
| 30D | -24.0% | +4.3% | -28.3% | -25.2% |
| 3M | -31.8% | -9.3% | -22.4% | -28.3% |
| 6M | -36.9% | +5.2% | -42.1% | -37.8% |
| YTD | +84.8% | +13.4% | +71.4% | +73.8% |
| 1Y | +99.0% | +25.4% | +73.6% | +78.2% |
| 3Y | +217.9% | +152.5% | +65.4% | +120.5% |
| All | +217.9% | +152.3% | +65.6% | +120.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling