+19,614.8%
SHW vs IFF
+833.5%
+18,781.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.1% | -1.1% |
| 7D | -3.2% | -3.0% | -0.2% | -2.0% |
| 30D | -11.4% | -0.9% | -10.5% | -11.1% |
| 3M | +3.5% | +11.8% | -8.4% | -1.1% |
| 6M | -3.4% | +16.5% | -19.9% | -9.8% |
| YTD | -0.3% | +26.5% | -26.9% | -10.1% |
| 1Y | -10.4% | +32.7% | -43.1% | -21.0% |
| 3Y | +21.3% | +32.0% | -10.7% | +5.1% |
| 5Y | +12.9% | -36.1% | +48.9% | +26.4% |
| 10Y | +284.1% | -20.1% | +304.2% | +271.7% |
| All | +19,614.8% | +833.5% | +18,781.4% | +6,274.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling