+4.5%
SHW vs IAG
+19.6%
-15.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.3% |
| 7D | +1.9% | -7.7% | +9.6% | +2.8% |
| 30D | +8.1% | +1.6% | +6.5% | +7.5% |
| 3M | -2.8% | -2.4% | -0.4% | -3.0% |
| 6M | +15.0% | -7.8% | +22.9% | +14.8% |
| YTD | +9.0% | +5.0% | +4.0% | +8.5% |
| 1Y | +4.5% | +25.7% | -21.2% | +1.0% |
| All | +4.5% | +19.6% | -15.1% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling