+278.3%
SHW vs IBB
+122.6%
+155.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.1% |
| 7D | -1.2% | -1.7% | +0.5% | -0.3% |
| 30D | -11.6% | +4.9% | -16.5% | -14.0% |
| 3M | +9.1% | +24.2% | -15.1% | -3.2% |
| 6M | -0.7% | +23.8% | -24.5% | -11.8% |
| YTD | +1.4% | +23.0% | -21.6% | -10.0% |
| 1Y | -12.3% | +46.2% | -58.4% | -29.2% |
| 3Y | +23.4% | +64.8% | -41.5% | -7.9% |
| 5Y | +15.0% | +20.9% | -5.9% | 0.0% |
| 10Y | +278.3% | +121.6% | +156.7% | +132.0% |
| All | +278.3% | +122.6% | +155.6% | +132.0% |
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