+175.5%
IWM vs SHOP
+3,044.2%
-2,868.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.6% | +7.1% | +1.0% |
| 7D | +1.4% | -4.1% | +5.5% | +2.1% |
| 30D | -2.3% | -11.5% | +9.2% | -0.2% |
| 3M | +4.0% | +21.1% | -17.1% | -0.7% |
| 6M | +17.9% | +3.0% | +14.9% | +15.1% |
| YTD | +20.2% | -16.7% | +36.9% | +21.3% |
| 1Y | +25.0% | -8.3% | +33.3% | +23.3% |
| 3Y | +66.0% | +112.8% | -46.8% | +33.0% |
| 5Y | +40.0% | -9.3% | +49.3% | +19.3% |
| All | +175.5% | +3,044.2% | -2,868.7% | +29.4% |
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