+1,649.6%
SHW vs IOVA
-92.3%
+1,741.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.7% |
| 7D | +4.2% | -8.5% | +12.7% | +4.4% |
| 30D | +11.3% | -44.7% | +56.0% | +12.3% |
| 3M | -1.8% | +26.2% | -28.1% | -2.7% |
| 6M | +12.7% | +123.2% | -110.5% | +9.9% |
| YTD | +10.4% | +196.0% | -185.5% | +6.7% |
| 1Y | +4.7% | +240.9% | -236.2% | +0.8% |
| 3Y | +42.7% | +103.5% | -60.8% | +36.5% |
| 5Y | +14.5% | -65.5% | +80.0% | +11.6% |
| 10Y | +340.7% | +7.0% | +333.7% | +319.0% |
| All | +1,649.6% | -92.3% | +1,741.9% | +1,447.2% |
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