+356.3%
IGV vs SHW
+281.7%
+74.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -5.4% | -4.5% | -0.9% | -3.4% |
| 30D | -2.6% | -12.7% | +10.1% | +3.4% |
| 3M | +10.5% | +4.7% | +5.8% | +7.7% |
| 6M | +18.2% | -3.4% | +21.6% | +18.4% |
| YTD | -4.2% | -1.3% | -2.9% | -5.7% |
| 1Y | -9.8% | -10.4% | +0.5% | -7.3% |
| 3Y | +39.1% | +20.1% | +19.0% | +21.6% |
| 5Y | +21.2% | +10.5% | +10.7% | +7.7% |
| All | +356.3% | +281.7% | +74.6% | +148.6% |
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