+2,101.2%
SIMO vs IVZ
+363.6%
+1,737.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | -22.0% | -2.4% | -19.5% | -21.1% |
| 30D | -43.0% | -11.2% | -31.8% | -39.9% |
| 3M | -39.1% | -14.0% | -25.2% | -34.9% |
| 6M | -33.3% | +0.5% | -33.7% | -33.0% |
| YTD | +77.0% | +5.4% | +71.5% | +72.1% |
| 1Y | +73.0% | +19.5% | +53.6% | +59.6% |
| 3Y | +215.7% | +128.7% | +87.0% | +118.0% |
| 5Y | +155.6% | +28.8% | +126.9% | +114.5% |
| 10Y | +388.4% | +52.3% | +336.1% | +232.4% |
| All | +2,101.2% | +363.6% | +1,737.6% | +766.3% |
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 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