+9,285.4%
SHW vs IVZ
+973.1%
+8,312.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.8% |
| 7D | +1.9% | +7.6% | -5.7% | +0.1% |
| 30D | +8.1% | +4.3% | +3.7% | +6.9% |
| 3M | -2.8% | -9.3% | +6.6% | -0.7% |
| 6M | +15.0% | +5.2% | +9.8% | +13.1% |
| YTD | +9.0% | +13.4% | -4.4% | +4.9% |
| 1Y | +4.5% | +25.4% | -20.9% | -2.0% |
| 3Y | +41.9% | +152.5% | -110.6% | +10.6% |
| 5Y | +10.7% | +36.7% | -26.0% | -2.3% |
| 10Y | +340.4% | +45.0% | +295.4% | +253.5% |
| All | +9,285.4% | +973.1% | +8,312.3% | +4,435.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling