+50.7%
IWF vs SIMO
+154.7%
-104.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.2% | -2.9% | +0.6% |
| 7D | -5.0% | -22.0% | +17.0% | -1.5% |
| 30D | -13.2% | -43.0% | +29.8% | -6.0% |
| 3M | -9.4% | -39.1% | +29.7% | -3.8% |
| 6M | -8.6% | -33.3% | +24.7% | -6.0% |
| YTD | -5.3% | +77.0% | -82.3% | -21.9% |
| 1Y | -5.0% | +73.0% | -78.0% | -21.3% |
| 3Y | +64.6% | +215.7% | -151.1% | +16.3% |
| All | +50.7% | +154.7% | -104.0% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling