+25.9%
IWM vs SIMO
+195.0%
-169.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.7% | -7.8% | -0.3% |
| 7D | -0.3% | +0.9% | -1.3% | -0.6% |
| 30D | +1.9% | -25.4% | +27.3% | +5.2% |
| 3M | -5.7% | -17.8% | +12.1% | -4.8% |
| 6M | -0.3% | -29.6% | +29.3% | +1.1% |
| YTD | +15.8% | +100.3% | -84.5% | -5.6% |
| 1Y | +17.1% | +100.4% | -83.3% | -4.6% |
| 3Y | +73.1% | +246.1% | -173.0% | +22.6% |
| 5Y | +25.9% | +189.8% | -163.9% | -10.6% |
| All | +25.9% | +195.0% | -169.1% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling