+155.4%
IWM vs SIMO
+395.4%
-240.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.4% |
| 7D | +0.3% | -16.0% | +16.3% | +3.2% |
| 30D | +0.6% | -35.8% | +36.3% | +7.8% |
| 3M | -6.2% | -26.5% | +20.3% | -3.1% |
| 6M | -0.8% | -33.0% | +32.2% | +1.8% |
| YTD | +14.8% | +84.3% | -69.6% | -8.9% |
| 1Y | +16.1% | +82.0% | -65.8% | -7.6% |
| 3Y | +71.5% | +218.5% | -147.0% | +15.9% |
| 5Y | +25.8% | +175.0% | -149.3% | -16.0% |
| 10Y | +155.4% | +407.5% | -252.1% | +35.1% |
| All | +155.4% | +395.4% | -240.0% | +35.1% |
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 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