+434.6%
SIMO vs IWD
+205.2%
+229.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.4% | +8.2% | +8.3% |
| 7D | +0.9% | -0.6% | +1.5% | +1.8% |
| 30D | -25.4% | +3.6% | -29.0% | -27.6% |
| 3M | -17.8% | +2.7% | -20.4% | -19.8% |
| 6M | -29.6% | +13.2% | -42.8% | -37.1% |
| YTD | +100.3% | +26.8% | +73.6% | +62.1% |
| 1Y | +100.4% | +29.3% | +71.1% | +59.5% |
| 3Y | +246.1% | +85.1% | +160.9% | +108.3% |
| 5Y | +189.8% | +74.2% | +115.6% | +82.4% |
| 10Y | +434.6% | +204.6% | +230.0% | +99.8% |
| All | +434.6% | +205.2% | +229.4% | +99.8% |
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