+185.1%
ITW vs SIMO
+557.5%
-372.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +4.9% | +0.9% |
| 7D | -2.4% | +12.5% | -14.9% | -3.7% |
| 30D | -9.5% | +18.4% | -27.9% | -11.5% |
| 3M | +6.6% | +5.6% | +1.0% | +4.3% |
| 6M | -1.8% | +116.9% | -118.7% | -14.6% |
| YTD | +9.0% | +188.4% | -179.4% | -10.1% |
| 1Y | +3.6% | +221.3% | -217.7% | -16.6% |
| 3Y | +19.4% | +438.6% | -419.1% | -13.9% |
| 5Y | +36.4% | +287.9% | -251.5% | +0.4% |
| All | +185.1% | +557.5% | -372.4% | +69.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling