+1,106.8%
IWF vs SIMO
+2,211.6%
-1,104.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.7% | -2.8% | +2.0% |
| 7D | -1.0% | -8.2% | +7.1% | +0.1% |
| 30D | -10.1% | -34.6% | +24.5% | -4.7% |
| 3M | -7.6% | -32.6% | +25.0% | -3.4% |
| 6M | -6.7% | -31.8% | +25.1% | -4.3% |
| YTD | -2.5% | +87.6% | -90.2% | -16.9% |
| 1Y | -2.1% | +86.7% | -88.7% | -16.5% |
| 3Y | +68.6% | +227.4% | -158.8% | +29.4% |
| 5Y | +55.8% | +173.0% | -117.2% | +19.7% |
| 10Y | +383.3% | +409.6% | -26.4% | +225.8% |
| All | +1,106.8% | +2,211.6% | -1,104.8% | +422.1% |
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 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