+7,404.0%
SHW vs IRM
+9,964.6%
-2,560.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | 0.0% |
| 7D | -3.2% | -0.5% | -2.8% | -3.1% |
| 30D | -9.5% | -8.1% | -1.4% | -7.7% |
| 3M | +11.5% | -9.7% | +21.1% | +14.0% |
| 6M | -3.5% | +10.0% | -13.5% | -6.4% |
| YTD | +3.7% | +43.0% | -39.3% | -6.1% |
| 1Y | -7.9% | +32.7% | -40.6% | -15.4% |
| 3Y | +24.7% | +102.7% | -78.0% | +1.6% |
| 5Y | +13.6% | +187.6% | -174.0% | -15.7% |
| 10Y | +283.0% | +420.1% | -137.2% | +139.4% |
| All | +7,404.0% | +9,964.6% | -2,560.6% | +2,846.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling