+145.4%
SIMO vs IWD
+70.2%
+75.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.6% | -11.8% | -11.7% |
| 7D | -31.4% | -0.9% | -30.5% | -30.7% |
| 30D | -45.2% | +2.6% | -47.8% | -46.6% |
| 3M | -36.5% | +1.2% | -37.8% | -37.5% |
| 6M | -34.2% | +12.1% | -46.3% | -41.7% |
| YTD | +69.9% | +24.1% | +45.8% | +35.7% |
| 1Y | +60.4% | +28.5% | +31.9% | +23.8% |
| 3Y | +203.1% | +79.5% | +123.6% | +80.8% |
| 5Y | +145.4% | +70.3% | +75.1% | +56.2% |
| All | +145.4% | +70.2% | +75.2% | +56.2% |
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