-6.1%
SHOP vs IAG
+34.9%
-40.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +2.3% |
| 7D | -2.5% | +3.4% | -5.9% | -3.1% |
| 30D | -16.7% | -2.7% | -14.0% | -16.6% |
| 3M | -2.2% | -0.5% | -1.7% | -2.5% |
| 6M | +45.6% | -4.8% | +50.4% | +44.4% |
| YTD | -7.3% | +9.6% | -16.9% | -10.0% |
| 1Y | -6.1% | +32.2% | -38.3% | -16.1% |
| All | -6.1% | +34.9% | -40.9% | -16.1% |
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