+15.0%
SHW vs IOVA
-63.5%
+78.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.2% |
| 7D | -1.2% | +5.1% | -6.2% | -1.4% |
| 30D | -11.6% | +37.2% | -48.8% | -12.9% |
| 3M | +9.1% | +117.5% | -108.4% | +4.5% |
| 6M | -0.7% | +69.6% | -70.3% | -4.1% |
| YTD | +1.4% | +218.7% | -217.3% | -5.8% |
| 1Y | -12.3% | +265.5% | -277.8% | -19.5% |
| 3Y | +23.4% | +46.2% | -22.9% | +13.6% |
| 5Y | +15.0% | -63.2% | +78.3% | +6.0% |
| All | +15.0% | -63.5% | +78.5% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling