+3,365.1%
SIMO vs IVZ
+466.1%
+2,898.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.1% | +7.6% | +8.2% |
| 7D | +4.2% | +0.6% | +3.6% | +3.9% |
| 30D | +4.1% | +4.0% | +0.1% | +2.4% |
| 3M | -12.9% | +18.2% | -31.1% | -18.4% |
| 6M | +110.3% | +32.8% | +77.5% | +86.5% |
| YTD | +178.6% | +28.7% | +149.8% | +148.1% |
| 1Y | +220.0% | +55.4% | +164.6% | +164.0% |
| 3Y | +409.0% | +135.2% | +273.8% | +244.4% |
| 5Y | +277.3% | +64.2% | +213.1% | +182.8% |
| 10Y | +506.6% | +64.6% | +442.0% | +300.3% |
| All | +3,365.1% | +466.1% | +2,898.9% | +1,149.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling