+1,543.1%
SHW vs IOVA
-91.6%
+1,634.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.4% |
| 7D | -3.2% | +9.7% | -13.0% | -3.4% |
| 30D | -9.5% | +102.5% | -112.1% | -11.0% |
| 3M | +11.5% | +100.7% | -89.2% | +9.5% |
| 6M | -3.5% | +106.3% | -109.9% | -5.5% |
| YTD | +3.7% | +222.0% | -218.3% | +0.5% |
| 1Y | -7.9% | +299.5% | -307.4% | -11.4% |
| 3Y | +24.7% | +42.9% | -18.2% | +20.4% |
| 5Y | +13.6% | -65.0% | +78.6% | +11.0% |
| 10Y | +283.0% | +10.3% | +272.7% | +265.0% |
| All | +1,543.1% | -91.6% | +1,634.7% | +1,356.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling