+12.0%
SHW vs IJR
+39.9%
-27.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.5% |
| 7D | -3.1% | -2.2% | -0.9% | -1.6% |
| 30D | -10.0% | -4.6% | -5.4% | -6.9% |
| 3M | +2.3% | +0.2% | +2.0% | +2.3% |
| 6M | +0.7% | +14.7% | -14.0% | -8.2% |
| YTD | +0.5% | +18.9% | -18.4% | -10.6% |
| 1Y | -11.5% | +19.9% | -31.4% | -21.9% |
| 3Y | +21.3% | +53.0% | -31.7% | -11.0% |
| All | +12.0% | +39.9% | -27.9% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling