+8,831.0%
SHW vs IVZ
+1,117.8%
+7,713.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.2% |
| 7D | -3.2% | +0.6% | -3.9% | -3.4% |
| 30D | -9.5% | +4.0% | -13.5% | -10.4% |
| 3M | +11.5% | +18.2% | -6.7% | +6.8% |
| 6M | -3.5% | +32.8% | -36.4% | -10.3% |
| YTD | +3.7% | +28.7% | -25.0% | -3.0% |
| 1Y | -7.9% | +55.4% | -63.3% | -17.9% |
| 3Y | +24.7% | +135.2% | -110.5% | -1.1% |
| 5Y | +13.6% | +64.2% | -50.6% | -4.2% |
| 10Y | +283.0% | +64.6% | +218.3% | +198.7% |
| All | +8,831.0% | +1,117.8% | +7,713.2% | +4,093.9% |
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