+140.8%
IEMG vs SHW
+288.7%
-147.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.6% |
| 7D | -1.3% | -3.1% | +1.8% | -0.3% |
| 30D | +1.9% | -10.0% | +11.9% | +5.3% |
| 3M | +1.4% | +2.3% | -0.8% | +0.2% |
| 6M | +15.2% | +0.7% | +14.5% | +14.2% |
| YTD | +23.8% | +0.5% | +23.3% | +22.6% |
| 1Y | +30.7% | -11.5% | +42.1% | +34.4% |
| 3Y | +83.3% | +21.3% | +61.9% | +67.6% |
| 5Y | +48.8% | +12.5% | +36.2% | +36.5% |
| All | +140.8% | +288.7% | -147.9% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 10y: compounded portfolio wealth divided by compounded SHW 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…
10y analysis · Full analysis span regression · 6 months rolling