+336.7%
SHW vs IOVA
+0.8%
+335.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.5% |
| 7D | +1.7% | -3.5% | +5.2% | +1.9% |
| 30D | +7.8% | -45.4% | +53.2% | +10.9% |
| 3M | -3.0% | +19.0% | -22.0% | -5.6% |
| 6M | +14.8% | +112.0% | -97.2% | +6.2% |
| YTD | +8.8% | +184.2% | -175.5% | -2.6% |
| 1Y | +4.2% | +222.0% | -217.8% | -7.7% |
| 3Y | +41.5% | +92.6% | -51.0% | +21.1% |
| 5Y | +10.5% | -63.2% | +73.7% | +1.5% |
| All | +336.7% | +0.8% | +335.9% | +261.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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