+776.1%
IVV vs SHW
+5,601.3%
-4,825.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | +0.1% | -3.2% | +3.4% | +1.4% |
| 30D | +0.1% | -9.5% | +9.6% | +4.0% |
| 3M | +2.0% | +11.5% | -9.5% | -2.9% |
| 6M | +13.0% | -3.5% | +16.6% | +13.6% |
| YTD | +13.6% | +3.7% | +9.9% | +10.6% |
| 1Y | +20.1% | -7.9% | +28.0% | +22.2% |
| 3Y | +77.6% | +24.7% | +52.9% | +57.9% |
| 5Y | +82.5% | +13.6% | +68.9% | +64.4% |
| 10Y | +316.5% | +283.0% | +33.6% | +125.0% |
| All | +776.1% | +5,601.3% | -4,825.2% | +60.3% |
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