+2,226.3%
SIMO vs IVZ
+394.9%
+1,831.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.8% | -1.1% | +2.9% |
| 7D | -8.5% | +4.1% | -12.6% | -9.8% |
| 30D | -34.8% | -2.0% | -32.8% | -33.9% |
| 3M | -32.8% | -7.8% | -25.0% | -30.2% |
| 6M | -32.0% | +6.3% | -38.3% | -33.3% |
| YTD | +87.0% | +12.6% | +74.5% | +77.0% |
| 1Y | +86.1% | +27.6% | +58.4% | +67.1% |
| 3Y | +226.4% | +154.0% | +72.4% | +116.0% |
| 5Y | +172.1% | +37.3% | +134.8% | +122.3% |
| 10Y | +408.0% | +50.5% | +357.5% | +249.1% |
| All | +2,226.3% | +394.9% | +1,831.4% | +791.2% |
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