-2.3%
SHW vs IOT
+54.1%
-56.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -3.1% | -4.5% | +1.4% | -2.6% |
| 30D | -10.0% | -2.4% | -7.6% | -9.9% |
| 3M | +2.3% | +19.0% | -16.7% | -0.1% |
| 6M | +0.7% | +19.6% | -19.0% | -2.4% |
| YTD | +0.5% | +8.3% | -7.8% | -2.0% |
| 1Y | -11.5% | -0.8% | -10.7% | -13.0% |
| 3Y | +21.3% | +24.4% | -3.1% | +11.8% |
| All | -2.3% | +54.1% | -56.4% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 10y: compounded portfolio wealth divided by compounded IOT 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…
10y analysis · Full analysis span regression · 6 months rolling