+4.2%
ITW vs SIMO
+226.2%
-222.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.7% | -9.3% | -0.5% |
| 7D | -3.6% | +4.2% | -7.8% | -3.5% |
| 30D | -9.1% | +4.1% | -13.2% | -9.0% |
| 3M | +8.2% | -12.9% | +21.1% | +8.5% |
| 6M | -4.8% | +110.3% | -115.1% | -5.1% |
| YTD | +11.0% | +178.6% | -167.5% | +9.8% |
| 1Y | +4.2% | +220.0% | -215.7% | +0.9% |
| All | +4.2% | +226.2% | -222.0% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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