+203.1%
SIMO vs IWD
+79.4%
+123.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.6% | -11.8% | -10.9% |
| 7D | -31.4% | -0.9% | -30.5% | -30.4% |
| 30D | -45.2% | +2.6% | -47.8% | -47.0% |
| 3M | -36.5% | +1.2% | -37.8% | -37.8% |
| 6M | -34.2% | +12.1% | -46.3% | -44.3% |
| YTD | +69.9% | +24.1% | +45.8% | +24.3% |
| 1Y | +60.4% | +28.5% | +31.9% | +11.7% |
| All | +203.1% | +79.4% | +123.7% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling