+270.1%
SIMO vs IWD
+73.6%
+196.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.7% | +9.4% | +9.4% |
| 7D | +4.2% | -0.3% | +4.5% | +4.4% |
| 30D | +4.1% | +0.6% | +3.5% | +3.2% |
| 3M | -12.9% | +7.2% | -20.1% | -19.2% |
| 6M | +110.3% | +16.2% | +94.1% | +80.2% |
| YTD | +178.6% | +23.3% | +155.2% | +124.8% |
| 1Y | +220.0% | +29.6% | +190.4% | +147.0% |
| 3Y | +409.0% | +70.5% | +338.6% | +218.6% |
| All | +270.1% | +73.6% | +196.5% | +128.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling