+23.4%
SHW vs IVZ
+140.4%
-117.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.6% |
| 7D | -1.2% | +1.1% | -2.3% | -1.5% |
| 30D | -11.6% | +3.1% | -14.7% | -12.4% |
| 3M | +9.1% | +18.2% | -9.1% | +3.5% |
| 6M | -0.7% | +38.6% | -39.3% | -10.5% |
| YTD | +1.4% | +25.9% | -24.6% | -6.3% |
| 1Y | -12.3% | +51.7% | -63.9% | -23.6% |
| 3Y | +23.4% | +138.7% | -115.3% | -10.8% |
| All | +23.4% | +140.4% | -117.0% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling