+15.0%
IWM vs SIMO
+67.0%
-52.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | +0.7% |
| 7D | -2.0% | -22.0% | +20.0% | -0.7% |
| 30D | -1.5% | -43.0% | +41.6% | +1.4% |
| 3M | -8.0% | -39.1% | +31.1% | -5.9% |
| 6M | -4.1% | -33.3% | +29.2% | -2.8% |
| YTD | +11.9% | +77.0% | -65.0% | +2.2% |
| 1Y | +15.0% | +73.0% | -58.0% | +5.8% |
| All | +15.0% | +67.0% | -52.0% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling