+139.0%
SHOP vs IAG
+708.7%
-569.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.7% | +3.1% | -2.6% |
| 7D | +2.8% | +16.8% | -14.0% | +0.5% |
| 30D | -14.2% | -1.5% | -12.7% | -14.2% |
| 3M | -5.5% | +0.5% | -6.0% | -5.9% |
| 6M | +32.8% | -1.0% | +33.7% | +31.7% |
| YTD | -8.9% | +12.3% | -21.2% | -11.9% |
| 1Y | -7.7% | +39.2% | -47.0% | -13.3% |
| 3Y | +139.0% | +712.3% | -573.3% | +74.1% |
| All | +139.0% | +708.7% | -569.7% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling