+417.8%
SIMO vs IWD
+202.4%
+215.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.9% |
| 7D | +14.9% | +1.7% | +13.2% | +13.3% |
| 30D | -27.0% | +3.2% | -30.2% | -29.0% |
| 3M | -25.4% | +2.3% | -27.7% | -27.0% |
| 6M | -30.3% | +12.9% | -43.2% | -37.6% |
| YTD | +95.8% | +26.2% | +69.5% | +59.0% |
| 1Y | +100.0% | +28.3% | +71.8% | +60.4% |
| 3Y | +238.3% | +84.4% | +153.9% | +104.4% |
| 5Y | +187.6% | +73.0% | +114.6% | +82.1% |
| All | +417.8% | +202.4% | +215.4% | +95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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