+12.0%
SHW vs IFF
-35.8%
+47.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.4% | +2.1% |
| 7D | -3.1% | -3.2% | +0.1% | -1.9% |
| 30D | -10.0% | -0.3% | -9.7% | -9.9% |
| 3M | +2.3% | +8.4% | -6.2% | -0.9% |
| 6M | +0.7% | +23.0% | -22.4% | -7.4% |
| YTD | +0.5% | +25.5% | -25.0% | -8.3% |
| 1Y | -11.5% | +29.1% | -40.5% | -20.3% |
| 3Y | +21.3% | +31.7% | -10.3% | +6.4% |
| All | +12.0% | -35.8% | +47.8% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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