-1.3%
IWF vs SIMO
+94.5%
-95.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.6% | +10.0% | +1.2% |
| 7D | -4.2% | -16.9% | +12.7% | -2.8% |
| 30D | -8.1% | -35.4% | +27.2% | -5.2% |
| 3M | -5.1% | -31.9% | +26.8% | -2.8% |
| 6M | -1.4% | -19.3% | +17.9% | -0.6% |
| YTD | -0.1% | +98.5% | -98.6% | -9.4% |
| 1Y | -1.3% | +100.5% | -101.8% | -11.1% |
| All | -1.3% | +94.5% | -95.7% | -11.1% |
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