+5,394.7%
SHW vs IBB
+560.8%
+4,833.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.8% |
| 7D | -3.2% | +1.4% | -4.7% | -3.9% |
| 30D | -9.5% | +10.5% | -20.0% | -13.7% |
| 3M | +11.5% | +23.6% | -12.2% | +1.0% |
| 6M | -3.5% | +22.6% | -26.2% | -12.3% |
| YTD | +3.7% | +25.7% | -22.0% | -6.9% |
| 1Y | -7.9% | +51.4% | -59.3% | -24.2% |
| 3Y | +24.7% | +64.4% | -39.7% | -1.7% |
| 5Y | +13.6% | +22.1% | -8.6% | +1.0% |
| 10Y | +283.0% | +132.5% | +150.5% | +151.8% |
| All | +5,394.7% | +560.8% | +4,833.9% | +1,830.6% |
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