+1,193.8%
IWF vs SIMO
+3,332.4%
-2,138.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.7% | -8.7% | -1.3% |
| 7D | +0.5% | +4.2% | -3.7% | -0.2% |
| 30D | -0.4% | +4.1% | -4.5% | -1.5% |
| 3M | -2.6% | -12.9% | +10.3% | -2.2% |
| 6M | +9.1% | +110.3% | -101.2% | -6.6% |
| YTD | +4.5% | +178.6% | -174.1% | -15.1% |
| 1Y | +10.1% | +220.0% | -209.9% | -12.9% |
| 3Y | +77.6% | +409.0% | -331.4% | +28.8% |
| 5Y | +73.7% | +277.3% | -203.6% | +28.4% |
| 10Y | +411.5% | +506.6% | -95.1% | +237.4% |
| All | +1,193.8% | +3,332.4% | -2,138.5% | +433.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling