+5,195.5%
SHW vs IAG
+299.6%
+4,895.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.1% | +3.9% | -1.0% |
| 7D | +0.7% | -2.1% | +2.7% | +0.7% |
| 30D | +8.4% | -6.2% | +14.6% | +8.6% |
| 3M | -2.2% | -5.1% | +2.9% | -2.1% |
| 6M | +13.3% | -10.0% | +23.3% | +13.5% |
| YTD | +9.2% | +3.9% | +5.3% | +8.4% |
| 1Y | +2.9% | +18.9% | -16.0% | +1.5% |
| 3Y | +41.1% | +651.8% | -610.7% | +27.9% |
| 5Y | +11.0% | +416.3% | -405.3% | +0.2% |
| 10Y | +341.2% | +377.4% | -36.2% | +289.1% |
| All | +5,195.5% | +299.6% | +4,895.9% | +4,052.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling