-4.9%
SHOP vs IAG
+56.5%
-61.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +10.2% | -2.9% | +5.4% |
| 7D | -9.0% | +1.1% | -10.1% | -9.3% |
| 30D | -4.4% | -5.3% | +0.8% | -3.8% |
| 3M | +24.1% | +18.0% | +6.1% | +20.6% |
| 6M | +20.0% | +7.1% | +12.9% | +17.2% |
| YTD | -4.9% | +5.9% | -10.9% | -7.4% |
| 1Y | -4.9% | +59.4% | -64.3% | -19.4% |
| All | -4.9% | +56.5% | -61.5% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling