+23.8%
IWM vs SHOP
-11.0%
+34.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.2% |
| 3M | -8.3% | -7.2% | -1.1% | -7.5% |
| 6M | -1.3% | +54.2% | -55.5% | -10.6% |
| YTD | +13.5% | -8.6% | +22.1% | +12.2% |
| 1Y | +18.4% | +0.5% | +17.9% | +14.7% |
| 3Y | +69.6% | +135.9% | -66.3% | +32.4% |
| All | +23.8% | -11.0% | +34.8% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling