+12.0%
SHW vs IBKR
+495.5%
-483.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.3% | +1.5% |
| 7D | -3.1% | -1.3% | -1.8% | -2.9% |
| 30D | -10.0% | -0.2% | -9.8% | -10.1% |
| 3M | +2.3% | +3.0% | -0.7% | +1.3% |
| 6M | +0.7% | +33.9% | -33.2% | -5.5% |
| YTD | +0.5% | +42.5% | -42.0% | -7.1% |
| 1Y | -11.5% | +44.9% | -56.3% | -18.7% |
| 3Y | +21.3% | +293.0% | -271.7% | -13.5% |
| All | +12.0% | +495.5% | -483.5% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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