+1,100.8%
ITW vs SIMO
+2,368.1%
-1,267.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.7% | -8.4% | -0.9% |
| 7D | -1.6% | +0.9% | -2.5% | -1.9% |
| 30D | +8.9% | -25.4% | +34.3% | +12.1% |
| 3M | -0.9% | -17.8% | +16.9% | -0.1% |
| 6M | +16.0% | -29.6% | +45.5% | +16.9% |
| YTD | +19.4% | +100.3% | -80.9% | +0.9% |
| 1Y | +20.7% | +100.4% | -79.7% | +1.7% |
| 3Y | +33.4% | +246.1% | -212.7% | +1.1% |
| 5Y | +39.1% | +189.8% | -150.7% | +5.0% |
| 10Y | +195.3% | +434.6% | -239.3% | +93.2% |
| All | +1,100.8% | +2,368.1% | -1,267.3% | +373.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling