+14.5%
SHW vs IRM
+181.9%
-167.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +4.2% | -5.1% | +9.3% | +6.0% |
| 30D | +11.3% | -3.3% | +14.5% | +12.2% |
| 3M | -1.8% | -8.2% | +6.4% | +0.5% |
| 6M | +12.7% | -12.8% | +25.5% | +17.1% |
| YTD | +10.4% | +36.6% | -26.2% | -3.9% |
| 1Y | +4.7% | +11.9% | -7.2% | -1.8% |
| 3Y | +42.7% | +105.1% | -62.4% | -3.2% |
| 5Y | +14.5% | +182.4% | -167.8% | -32.9% |
| All | +14.5% | +181.9% | -167.3% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling