+40.0%
IGV vs SHW
+23.1%
+16.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.2% |
| 7D | -3.3% | -1.2% | -2.1% | -3.0% |
| 30D | 0.0% | -11.6% | +11.6% | +3.4% |
| 3M | +7.3% | +9.1% | -1.8% | +4.6% |
| 6M | +16.7% | -0.7% | +17.4% | +16.5% |
| YTD | -2.8% | +1.4% | -4.2% | -4.7% |
| 1Y | -6.7% | -12.3% | +5.6% | -2.7% |
| All | +40.0% | +23.1% | +16.9% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling