+6,081.4%
SHW vs IJR
+1,143.6%
+4,937.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -1.8% |
| 7D | -1.2% | +0.9% | -2.1% | -1.8% |
| 30D | -11.6% | -3.1% | -8.5% | -9.7% |
| 3M | +9.1% | +4.4% | +4.7% | +6.3% |
| 6M | -0.7% | +16.1% | -16.8% | -9.7% |
| YTD | +1.4% | +20.6% | -19.2% | -10.2% |
| 1Y | -12.3% | +22.9% | -35.1% | -23.4% |
| 3Y | +23.4% | +55.2% | -31.8% | -8.5% |
| 5Y | +15.0% | +41.1% | -26.1% | -10.0% |
| 10Y | +278.3% | +167.0% | +111.3% | +84.6% |
| All | +6,081.4% | +1,143.6% | +4,937.8% | +815.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling