-9.3%
SHOP vs IAG
+766.8%
-776.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.8% | -5.8% | -7.3% |
| 7D | -4.1% | +4.3% | -8.3% | -4.7% |
| 30D | -11.5% | +9.8% | -21.3% | -12.9% |
| 3M | +21.1% | +28.9% | -7.9% | +15.8% |
| 6M | +3.0% | -7.6% | +10.6% | +2.9% |
| YTD | -16.7% | +22.0% | -38.6% | -20.9% |
| 1Y | -8.3% | +99.5% | -107.8% | -19.7% |
| 3Y | +112.8% | +818.3% | -705.4% | +38.1% |
| 5Y | -9.3% | +785.9% | -795.2% | -47.4% |
| All | -9.3% | +766.8% | -776.1% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling