+144.3%
IWM vs SHOP
+3,574.1%
-3,429.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -1.3% |
| 7D | +2.8% | +2.1% | +0.6% | +2.3% |
| 30D | +0.6% | -16.8% | +17.5% | +4.0% |
| 3M | -7.8% | -2.4% | -5.4% | -7.9% |
| 6M | -1.0% | +47.0% | -48.0% | -9.4% |
| YTD | +13.9% | -8.8% | +22.7% | +12.5% |
| 1Y | +15.4% | -6.3% | +21.7% | +13.3% |
| 3Y | +70.2% | +139.3% | -69.1% | +33.4% |
| 5Y | +23.7% | -12.1% | +35.8% | +5.8% |
| All | +144.3% | +3,574.1% | -3,429.8% | +7.8% |
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