-11.5%
SHW vs IJR
+21.9%
-33.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.4% |
| 7D | -3.1% | -2.2% | -0.9% | -1.3% |
| 30D | -10.0% | -4.6% | -5.4% | -6.3% |
| 3M | +2.3% | +0.2% | +2.0% | +2.5% |
| 6M | +0.7% | +14.7% | -14.0% | -8.0% |
| YTD | +0.5% | +18.9% | -18.4% | -9.9% |
| 1Y | -11.5% | +19.9% | -31.4% | -21.2% |
| All | -11.5% | +21.9% | -33.4% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1y: compounded portfolio wealth divided by compounded IJR 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…
1y analysis · Full analysis span regression · 6 months rolling