+273.5%
SHW vs IRM
+430.1%
-156.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.3% |
| 7D | -4.5% | -1.8% | -2.7% | -3.9% |
| 30D | -12.7% | -7.8% | -4.9% | -10.4% |
| 3M | +4.7% | -7.9% | +12.5% | +7.2% |
| 6M | -3.4% | +6.3% | -9.8% | -6.4% |
| YTD | -1.3% | +38.2% | -39.5% | -13.2% |
| 1Y | -10.4% | +19.8% | -30.2% | -17.5% |
| 3Y | +20.1% | +98.8% | -78.7% | -10.9% |
| 5Y | +10.5% | +191.8% | -181.3% | -29.5% |
| All | +273.5% | +430.1% | -156.6% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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