+344.0%
SHW vs IRM
+512.8%
-168.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.4% |
| 7D | -2.1% | -5.3% | +3.1% | -0.4% |
| 30D | +11.1% | -2.3% | +13.4% | +11.7% |
| 3M | -2.2% | -7.4% | +5.3% | -0.1% |
| 6M | +14.3% | -12.2% | +26.5% | +18.5% |
| YTD | +10.6% | +38.6% | -28.1% | -3.4% |
| 1Y | +4.1% | +14.9% | -10.8% | -3.0% |
| 3Y | +42.9% | +108.2% | -65.3% | +3.3% |
| 5Y | +14.2% | +183.8% | -169.6% | -27.2% |
| All | +344.0% | +512.8% | -168.8% | +99.8% |
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