+973.2%
IGV vs SHW
+6,228.8%
-5,255.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.7% | -2.4% |
| 7D | -4.5% | -3.2% | -1.3% | -3.1% |
| 30D | +3.2% | -9.5% | +12.7% | +8.0% |
| 3M | +4.5% | +11.5% | -6.9% | -1.2% |
| 6M | +22.1% | -3.5% | +25.7% | +22.3% |
| YTD | -1.0% | +3.7% | -4.8% | -4.7% |
| 1Y | -2.1% | -7.9% | +5.8% | -0.7% |
| 3Y | +44.6% | +24.7% | +19.9% | +25.1% |
| 5Y | +22.2% | +13.6% | +8.6% | +8.1% |
| 10Y | +364.7% | +283.0% | +81.8% | +124.6% |
| All | +973.2% | +6,228.8% | -5,255.6% | +9.3% |
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