+21.0%
ITW vs SIMO
+462.5%
-441.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.7% | -0.8% |
| 7D | -0.4% | +14.6% | -15.0% | -1.0% |
| 30D | -9.4% | +6.2% | -15.6% | -9.7% |
| 3M | +7.1% | +3.6% | +3.5% | +6.5% |
| 6M | -1.9% | +130.8% | -132.6% | -9.2% |
| YTD | +10.4% | +195.8% | -185.3% | -1.5% |
| 1Y | +3.3% | +225.0% | -221.7% | -9.6% |
| 3Y | +21.0% | +452.3% | -431.3% | -9.0% |
| All | +21.0% | +462.5% | -441.5% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling