+18.9%
IWM vs SHOP
-6.2%
+25.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.3% | -5.8% | +0.8% |
| 7D | +1.0% | -9.0% | +10.0% | +1.9% |
| 30D | +0.2% | -4.4% | +4.6% | +0.6% |
| 3M | -5.6% | +24.1% | -29.7% | -8.0% |
| 6M | +2.7% | +20.0% | -17.3% | +0.1% |
| YTD | +16.2% | -4.9% | +21.1% | +17.5% |
| 1Y | +18.9% | -4.9% | +23.9% | +19.9% |
| All | +18.9% | -6.2% | +25.1% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling