+100.0%
SIMO vs IWD
+28.5%
+71.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.8% |
| 7D | +14.9% | +1.7% | +13.2% | +13.0% |
| 30D | -27.0% | +3.2% | -30.2% | -28.7% |
| 3M | -25.4% | +2.3% | -27.7% | -26.7% |
| 6M | -30.3% | +12.9% | -43.2% | -40.5% |
| YTD | +95.8% | +26.2% | +69.5% | +44.3% |
| 1Y | +100.0% | +28.3% | +71.8% | +43.3% |
| All | +100.0% | +28.5% | +71.5% | +43.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling