+14.2%
SHW vs IAG
+461.2%
-447.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.3% |
| 7D | -2.1% | +3.4% | -5.6% | -2.4% |
| 30D | +11.1% | -2.7% | +13.8% | +11.1% |
| 3M | -2.2% | -0.5% | -1.7% | -2.3% |
| 6M | +14.3% | -4.8% | +19.2% | +14.0% |
| YTD | +10.6% | +9.6% | +1.0% | +9.0% |
| 1Y | +4.1% | +32.2% | -28.1% | +1.5% |
| 3Y | +42.9% | +692.5% | -649.7% | +23.2% |
| 5Y | +14.2% | +447.6% | -433.4% | -10.0% |
| All | +14.2% | +461.2% | -447.0% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling