+5,565.8%
SHW vs IBB
+566.2%
+4,999.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.2% |
| 7D | +3.5% | -1.8% | +5.3% | +4.3% |
| 30D | +9.2% | +5.1% | +4.2% | +6.6% |
| 3M | -5.1% | +10.7% | -15.8% | -9.8% |
| 6M | +6.8% | +22.9% | -16.0% | -3.2% |
| YTD | +7.0% | +26.7% | -19.7% | -4.6% |
| 1Y | +4.1% | +35.1% | -31.0% | -9.9% |
| 3Y | +41.1% | +80.2% | -39.1% | +6.4% |
| 5Y | +12.9% | +37.8% | -25.0% | -4.9% |
| 10Y | +366.3% | +161.2% | +205.1% | +191.8% |
| All | +5,565.8% | +566.2% | +4,999.6% | +1,878.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling