+315.2%
IVV vs SHOP
+3,239.2%
-2,924.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +0.1% | -5.1% | +5.2% | +0.9% |
| 30D | +0.1% | +0.6% | -0.5% | -0.1% |
| 3M | +2.0% | +25.0% | -23.0% | -2.4% |
| 6M | +13.0% | +11.9% | +1.1% | +9.3% |
| YTD | +13.6% | -9.9% | +23.5% | +13.2% |
| 1Y | +20.1% | 0.0% | +20.1% | +17.1% |
| 3Y | +77.6% | +117.5% | -39.9% | +45.6% |
| 5Y | +82.5% | -6.6% | +89.1% | +58.3% |
| All | +315.2% | +3,239.2% | -2,924.0% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 SHOP 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