+156.7%
SIMO vs IWD
+68.9%
+87.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.5% |
| 7D | -22.0% | -0.5% | -21.5% | -21.6% |
| 30D | -43.0% | +2.7% | -45.7% | -44.6% |
| 3M | -39.1% | +0.9% | -40.0% | -39.9% |
| 6M | -33.3% | +10.5% | -43.8% | -40.1% |
| YTD | +77.0% | +23.7% | +53.3% | +41.8% |
| 1Y | +73.0% | +28.7% | +44.3% | +33.2% |
| 3Y | +215.7% | +79.7% | +136.0% | +88.3% |
| All | +156.7% | +68.9% | +87.8% | +68.2% |
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