+468.8%
IWM vs SIMO
+2,080.4%
-1,611.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.2% | +0.3% |
| 7D | -2.0% | -22.0% | +20.0% | +1.9% |
| 30D | -1.5% | -43.0% | +41.6% | +7.7% |
| 3M | -8.0% | -39.1% | +31.1% | -1.7% |
| 6M | -4.1% | -33.3% | +29.2% | -1.3% |
| YTD | +11.9% | +77.0% | -65.0% | -7.2% |
| 1Y | +15.0% | +73.0% | -58.0% | -4.3% |
| 3Y | +64.2% | +215.7% | -151.5% | +19.1% |
| 5Y | +20.4% | +155.6% | -135.2% | -12.2% |
| 10Y | +168.0% | +388.4% | -220.4% | +65.1% |
| All | +468.8% | +2,080.4% | -1,611.7% | +97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling