+1,814.8%
SHW vs IBKR
+1,349.8%
+465.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.3% | +1.2% |
| 7D | -3.1% | -1.3% | -1.8% | -2.7% |
| 30D | -10.0% | -0.2% | -9.8% | -10.1% |
| 3M | +2.3% | +3.0% | -0.7% | +0.7% |
| 6M | +0.7% | +33.9% | -33.2% | -8.5% |
| YTD | +0.5% | +42.5% | -42.0% | -10.8% |
| 1Y | -11.5% | +44.9% | -56.3% | -22.3% |
| 3Y | +21.3% | +293.0% | -271.7% | -24.5% |
| 5Y | +12.5% | +497.7% | -485.1% | -40.3% |
| 10Y | +287.3% | +1,004.4% | -717.1% | +60.9% |
| All | +1,814.8% | +1,349.8% | +465.0% | +500.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling