+167.5%
IWM vs SIMO
+514.4%
-346.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.7% | -8.4% | -1.3% |
| 7D | +0.1% | +4.2% | -4.1% | -0.8% |
| 30D | -1.3% | +4.1% | -5.3% | -2.6% |
| 3M | +1.6% | -12.9% | +14.5% | +1.9% |
| 6M | +13.6% | +110.3% | -96.8% | -7.7% |
| YTD | +20.8% | +178.6% | -157.8% | -9.1% |
| 1Y | +26.4% | +220.0% | -193.6% | -8.4% |
| 3Y | +60.7% | +409.0% | -348.3% | +1.8% |
| 5Y | +38.2% | +277.3% | -239.1% | -10.2% |
| All | +167.5% | +514.4% | -346.9% | +44.6% |
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