+9,421.1%
SHW vs IVZ
+954.3%
+8,466.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -2.1% | -2.8% | +0.6% | -1.5% |
| 30D | +11.1% | -2.2% | +13.3% | +11.6% |
| 3M | -2.2% | -8.1% | +5.9% | -0.3% |
| 6M | +14.3% | +3.8% | +10.6% | +12.8% |
| YTD | +10.6% | +11.5% | -0.9% | +6.8% |
| 1Y | +4.1% | +23.7% | -19.6% | -2.0% |
| 3Y | +42.9% | +145.8% | -102.9% | +12.1% |
| 5Y | +14.2% | +36.1% | -21.9% | +0.8% |
| 10Y | +346.7% | +42.4% | +304.3% | +260.1% |
| All | +9,421.1% | +954.3% | +8,466.8% | +4,520.8% |
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 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