+145.6%
IEMG vs SHW
+644.2%
-498.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.3% | +0.8% |
| 7D | +2.8% | -1.2% | +4.0% | +3.2% |
| 30D | +4.6% | -11.6% | +16.2% | +8.7% |
| 3M | +5.5% | +9.1% | -3.6% | +2.0% |
| 6M | +19.7% | -0.7% | +20.4% | +19.2% |
| YTD | +25.5% | +1.4% | +24.2% | +24.0% |
| 1Y | +35.5% | -12.3% | +47.8% | +39.8% |
| 3Y | +88.0% | +23.4% | +64.6% | +71.0% |
| 5Y | +50.6% | +15.0% | +35.6% | +36.8% |
| 10Y | +138.4% | +278.3% | -139.9% | +38.2% |
| All | +145.6% | +644.2% | -498.7% | +18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling