+45.6%
SHW vs IOVA
+90.0%
-44.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.4% | +4.0% |
| 7D | +1.6% | +1.9% | -0.3% | +1.5% |
| 30D | +12.1% | -44.1% | +56.2% | +13.9% |
| 3M | -3.0% | +28.9% | -31.8% | -5.3% |
| 6M | +13.5% | +125.7% | -112.2% | +6.9% |
| YTD | +11.2% | +199.3% | -188.0% | +2.2% |
| 1Y | +6.2% | +255.2% | -249.0% | -3.8% |
| 3Y | +45.6% | +106.8% | -61.2% | +25.9% |
| All | +45.6% | +90.0% | -44.4% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling