+941.2%
IGV vs SHW
+6,564.1%
-5,623.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.2% |
| 7D | +2.5% | +0.7% | +1.8% | +2.1% |
| 30D | -8.6% | +8.4% | -17.0% | -12.4% |
| 3M | -1.6% | -2.2% | +0.6% | -1.2% |
| 6M | +13.4% | +13.3% | +0.1% | +5.5% |
| YTD | -4.0% | +9.2% | -13.2% | -10.3% |
| 1Y | -7.6% | +2.9% | -10.5% | -11.3% |
| 3Y | +39.3% | +41.1% | -1.8% | +13.2% |
| 5Y | +14.5% | +11.0% | +3.5% | +2.0% |
| 10Y | +358.7% | +341.2% | +17.5% | +107.4% |
| All | +941.2% | +6,564.1% | -5,623.0% | +2.9% |
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