+19.1%
SHW vs IOT
+24.0%
-4.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -4.5% | -0.8% | -3.7% | -4.4% |
| 30D | -12.7% | -4.7% | -8.0% | -12.3% |
| 3M | +4.7% | +17.8% | -13.1% | +2.7% |
| 6M | -3.4% | +16.8% | -20.3% | -5.6% |
| YTD | -1.3% | +8.4% | -9.8% | -3.0% |
| 1Y | -10.4% | -0.8% | -9.6% | -11.2% |
| All | +19.1% | +24.0% | -4.9% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling