+69.6%
IWM vs SHOP
+140.2%
-70.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +1.4% | -1.2% | +2.6% | +1.6% |
| 30D | +2.3% | -14.7% | +17.0% | +5.0% |
| 3M | -8.3% | -7.2% | -1.1% | -7.6% |
| 6M | -1.3% | +54.2% | -55.5% | -10.4% |
| YTD | +13.5% | -8.6% | +22.1% | +12.9% |
| 1Y | +18.4% | +0.5% | +17.9% | +15.1% |
| 3Y | +69.6% | +135.9% | -66.3% | +31.3% |
| All | +69.6% | +140.2% | -70.6% | +31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling