+10.1%
IWF vs SIMO
+226.2%
-216.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.7% | -8.7% | -0.7% |
| 7D | +0.5% | +4.2% | -3.7% | +0.2% |
| 30D | -0.4% | +4.1% | -4.5% | -1.0% |
| 3M | -2.6% | -12.9% | +10.3% | -2.4% |
| 6M | +9.1% | +110.3% | -101.2% | -0.1% |
| YTD | +4.5% | +178.6% | -174.1% | -9.7% |
| 1Y | +10.1% | +220.0% | -209.9% | -7.1% |
| All | +10.1% | +226.2% | -216.1% | -7.1% |
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