+1,016.2%
ITW vs SIMO
+3,332.4%
-2,316.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.7% | -9.3% | -1.7% |
| 7D | -3.6% | +4.2% | -7.8% | -4.2% |
| 30D | -9.1% | +4.1% | -13.2% | -10.1% |
| 3M | +8.2% | -12.9% | +21.1% | +8.1% |
| 6M | -4.8% | +110.3% | -115.1% | -17.9% |
| YTD | +11.0% | +178.6% | -167.5% | -8.9% |
| 1Y | +4.2% | +220.0% | -215.7% | -16.7% |
| 3Y | +17.3% | +409.0% | -391.8% | -14.4% |
| 5Y | +33.0% | +277.3% | -244.3% | -1.5% |
| 10Y | +182.3% | +506.6% | -324.3% | +84.4% |
| All | +1,016.2% | +3,332.4% | -2,316.1% | +327.5% |
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