+170.0%
SIMO vs IWD
+72.9%
+97.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.8% |
| 7D | +4.1% | +2.3% | +1.8% | +1.8% |
| 30D | -24.0% | +3.6% | -27.6% | -26.6% |
| 3M | -31.8% | +2.2% | -33.9% | -33.3% |
| 6M | -36.9% | +13.0% | -49.8% | -44.5% |
| YTD | +84.8% | +26.5% | +58.3% | +44.9% |
| 1Y | +99.0% | +30.1% | +68.9% | +51.6% |
| 3Y | +217.9% | +84.9% | +133.1% | +84.8% |
| All | +170.0% | +72.9% | +97.1% | +73.4% |
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