+8.5%
IWF vs SIMO
+234.0%
-225.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.5% | -0.6% |
| 7D | +0.5% | +14.5% | -14.0% | -0.6% |
| 30D | -1.4% | +20.4% | -21.8% | -3.1% |
| 3M | +0.4% | +7.1% | -6.7% | -0.9% |
| 6M | +8.5% | +129.2% | -120.8% | -1.5% |
| YTD | +3.7% | +201.9% | -198.3% | -11.0% |
| 1Y | +8.5% | +235.5% | -227.0% | -8.8% |
| All | +8.5% | +234.0% | -225.5% | -8.8% |
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