+2,989.4%
SHOP vs IAG
+401.0%
+2,588.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.1% | -7.6% | -5.7% |
| 7D | -10.6% | +1.7% | -12.3% | -10.8% |
| 30D | -18.3% | +11.4% | -29.7% | -19.5% |
| 3M | +14.8% | +33.0% | -18.2% | +10.2% |
| 6M | -5.0% | -6.0% | +1.0% | -5.3% |
| YTD | -21.2% | +24.6% | -45.8% | -24.7% |
| 1Y | -11.6% | +105.0% | -116.6% | -20.9% |
| 3Y | +101.2% | +837.9% | -736.7% | +43.7% |
| 5Y | -15.7% | +817.0% | -832.7% | -42.4% |
| 10Y | +2,989.4% | +425.3% | +2,564.1% | +2,038.5% |
| All | +2,989.4% | +401.0% | +2,588.4% | +2,038.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling