+384.8%
SIMO vs IWD
+207.5%
+177.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.5% |
| 7D | -22.0% | -0.5% | -21.5% | -21.7% |
| 30D | -43.0% | +2.7% | -45.7% | -44.4% |
| 3M | -39.1% | +0.9% | -40.0% | -39.8% |
| 6M | -33.3% | +10.5% | -43.8% | -39.1% |
| YTD | +77.0% | +23.7% | +53.3% | +46.3% |
| 1Y | +73.0% | +28.7% | +44.3% | +38.2% |
| 3Y | +215.7% | +79.7% | +136.0% | +95.0% |
| 5Y | +155.6% | +69.7% | +85.9% | +64.7% |
| All | +384.8% | +207.5% | +177.3% | +95.1% |
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