+64.6%
IWF vs SIMO
+214.6%
-149.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -2.9% | +0.6% |
| 7D | -5.0% | -22.0% | +17.0% | -1.6% |
| 30D | -13.2% | -43.0% | +29.8% | -6.3% |
| 3M | -9.4% | -39.1% | +29.7% | -4.0% |
| 6M | -8.6% | -33.3% | +24.7% | -6.2% |
| YTD | -5.3% | +77.0% | -82.3% | -24.4% |
| 1Y | -5.0% | +73.0% | -78.0% | -23.8% |
| 3Y | +64.6% | +215.7% | -151.1% | +3.9% |
| All | +64.6% | +214.6% | -149.9% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling