+8,434.7%
SHOP vs IAG
+830.9%
+7,603.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.3% |
| 7D | -5.1% | -0.5% | -4.6% | -5.0% |
| 30D | +0.6% | +28.9% | -28.3% | -2.1% |
| 3M | +25.0% | +19.1% | +5.9% | +22.4% |
| 6M | +11.9% | -10.3% | +22.2% | +12.1% |
| YTD | -9.9% | +24.2% | -34.1% | -12.9% |
| 1Y | 0.0% | +116.5% | -116.5% | -8.7% |
| 3Y | +117.5% | +742.8% | -625.3% | +70.6% |
| 5Y | -6.6% | +753.3% | -760.0% | -29.3% |
| 10Y | +3,320.3% | +403.2% | +2,917.1% | +2,531.8% |
| All | +8,434.7% | +830.9% | +7,603.8% | +7,388.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling