+344.0%
SHW vs IBB
+132.8%
+211.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -2.1% | -1.4% | -0.8% | -1.4% |
| 30D | +11.1% | +6.8% | +4.3% | +7.1% |
| 3M | -2.2% | +9.2% | -11.4% | -7.2% |
| 6M | +14.3% | +28.3% | -14.0% | -0.9% |
| YTD | +10.6% | +29.4% | -18.8% | -4.9% |
| 1Y | +4.1% | +33.2% | -29.1% | -12.0% |
| 3Y | +42.9% | +90.2% | -47.3% | -2.1% |
| 5Y | +14.2% | +44.0% | -29.8% | -9.9% |
| All | +344.0% | +132.8% | +211.2% | +163.8% |
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