+13.8%
SHW vs IBB
+35.1%
-21.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.0% | +1.1% | -1.4% |
| 7D | +5.7% | -3.6% | +9.3% | +7.8% |
| 30D | +8.7% | +3.4% | +5.3% | +6.6% |
| 3M | -5.4% | +9.5% | -14.9% | -10.4% |
| 6M | +12.2% | +23.3% | -11.1% | -0.5% |
| YTD | +8.5% | +24.5% | -16.1% | -4.7% |
| 1Y | +4.9% | +32.9% | -28.0% | -11.2% |
| 3Y | +42.8% | +76.6% | -33.7% | +1.4% |
| All | +13.8% | +35.1% | -21.3% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling