+392.8%
IWF vs SIMO
+423.7%
-30.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.1% |
| 7D | +5.3% | +14.9% | -9.6% | +2.5% |
| 30D | -8.6% | -27.0% | +18.4% | -3.9% |
| 3M | -6.5% | -25.4% | +18.8% | -3.2% |
| 6M | -5.6% | -30.3% | +24.6% | -3.3% |
| YTD | -1.5% | +95.8% | -97.3% | -22.1% |
| 1Y | -2.8% | +100.0% | -102.9% | -23.6% |
| 3Y | +67.1% | +238.3% | -171.1% | +13.0% |
| 5Y | +57.6% | +187.6% | -130.0% | +6.0% |
| All | +392.8% | +423.7% | -30.9% | +166.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling