+143.5%
IWM vs SIMO
+394.4%
-250.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.3% | +0.7% |
| 7D | +1.4% | +4.1% | -2.7% | +0.6% |
| 30D | +2.3% | -24.0% | +26.2% | +6.3% |
| 3M | -8.3% | -31.8% | +23.5% | -4.0% |
| 6M | -1.3% | -36.9% | +35.6% | +2.4% |
| YTD | +13.5% | +84.8% | -71.3% | -10.0% |
| 1Y | +18.4% | +99.0% | -80.6% | -7.9% |
| 3Y | +69.6% | +217.9% | -148.3% | +14.6% |
| 5Y | +23.3% | +171.5% | -148.2% | -17.4% |
| All | +143.5% | +394.4% | -250.9% | +30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling