+68.2%
IVV vs SHW
+12.4%
+55.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.8% |
| 7D | -2.7% | +3.5% | -6.2% | -3.9% |
| 30D | -5.4% | +9.2% | -14.6% | -8.3% |
| 3M | -4.1% | -5.1% | +1.0% | -2.7% |
| 6M | +0.7% | +6.8% | -6.1% | -2.3% |
| YTD | +8.7% | +7.0% | +1.8% | +4.9% |
| 1Y | +11.0% | +4.1% | +6.9% | +8.0% |
| 3Y | +75.4% | +41.1% | +34.4% | +50.7% |
| All | +68.2% | +12.4% | +55.7% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling