+2,013.4%
SIMO vs IWD
+518.2%
+1,495.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.6% | -11.8% | -11.6% |
| 7D | -31.4% | -0.9% | -30.5% | -30.7% |
| 30D | -45.2% | +2.6% | -47.8% | -46.7% |
| 3M | -36.5% | +1.2% | -37.8% | -37.6% |
| 6M | -34.2% | +12.1% | -46.3% | -41.8% |
| YTD | +69.9% | +24.1% | +45.8% | +35.0% |
| 1Y | +60.4% | +28.5% | +31.9% | +23.1% |
| 3Y | +203.1% | +79.5% | +123.6% | +67.3% |
| 5Y | +145.4% | +70.3% | +75.1% | +41.0% |
| 10Y | +368.9% | +212.5% | +156.4% | +33.1% |
| All | +2,013.4% | +518.2% | +1,495.2% | +173.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling