+356.5%
SHW vs IBB
+139.6%
+216.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.8% | +1.2% | +2.5% |
| 7D | +1.6% | +2.7% | -1.1% | +0.2% |
| 30D | +12.1% | +6.3% | +5.7% | +8.3% |
| 3M | -3.0% | +11.1% | -14.0% | -8.8% |
| 6M | +13.5% | +29.2% | -15.7% | -1.9% |
| YTD | +11.2% | +30.2% | -19.0% | -4.6% |
| 1Y | +6.2% | +39.5% | -33.3% | -12.4% |
| 3Y | +45.6% | +92.3% | -46.7% | -0.8% |
| 5Y | +15.6% | +43.0% | -27.4% | -8.5% |
| 10Y | +356.5% | +137.1% | +219.4% | +167.5% |
| All | +356.5% | +139.6% | +216.9% | +167.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling