+173.6%
IWM vs SHOP
+8,434.7%
-8,261.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +0.1% | -5.1% | +5.2% | +0.9% |
| 30D | -1.3% | +0.6% | -1.8% | -1.5% |
| 3M | +1.6% | +25.0% | -23.4% | -2.9% |
| 6M | +13.6% | +11.9% | +1.6% | +9.6% |
| YTD | +20.8% | -9.9% | +30.6% | +20.3% |
| 1Y | +26.4% | 0.0% | +26.5% | +23.2% |
| 3Y | +60.7% | +117.5% | -56.8% | +32.0% |
| 5Y | +38.2% | -6.6% | +44.8% | +18.5% |
| 10Y | +169.5% | +3,320.3% | -3,150.8% | +45.9% |
| All | +173.6% | +8,434.7% | -8,261.1% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling