+409.6%
SIMO vs IWD
+212.1%
+197.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.7% | +3.9% |
| 7D | -8.2% | +1.3% | -9.4% | -9.1% |
| 30D | -34.6% | +3.6% | -38.2% | -36.6% |
| 3M | -32.6% | +2.3% | -35.0% | -34.1% |
| 6M | -31.8% | +13.0% | -44.9% | -39.0% |
| YTD | +87.6% | +26.2% | +61.4% | +52.4% |
| 1Y | +86.7% | +30.5% | +56.2% | +47.4% |
| 3Y | +227.4% | +86.2% | +141.2% | +96.4% |
| 5Y | +173.0% | +72.9% | +100.1% | +73.0% |
| 10Y | +409.6% | +205.0% | +204.6% | +104.9% |
| All | +409.6% | +212.1% | +197.6% | +104.9% |
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