+280.4%
SHW vs IVZ
+65.9%
+214.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.8% | +1.5% |
| 7D | -3.1% | -2.4% | -0.7% | -2.4% |
| 30D | -10.0% | +3.0% | -13.1% | -10.8% |
| 3M | +2.3% | +14.9% | -12.6% | -2.1% |
| 6M | +0.7% | +36.7% | -36.1% | -8.6% |
| YTD | +0.5% | +25.7% | -25.2% | -6.8% |
| 1Y | -11.5% | +47.7% | -59.2% | -21.9% |
| 3Y | +21.3% | +138.8% | -117.5% | -9.3% |
| 5Y | +12.5% | +62.1% | -49.6% | -9.3% |
| All | +280.4% | +65.9% | +214.5% | +178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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