+8,534.1%
SHOP vs IAG
+679.1%
+7,855.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.1% | +3.5% | -1.1% |
| 7D | +2.1% | -2.1% | +4.2% | +2.3% |
| 30D | -16.8% | -6.2% | -10.7% | -16.4% |
| 3M | -2.4% | -5.1% | +2.7% | -2.1% |
| 6M | +47.0% | -10.0% | +57.0% | +47.8% |
| YTD | -8.8% | +3.9% | -12.8% | -10.4% |
| 1Y | -6.3% | +18.9% | -25.1% | -9.1% |
| 3Y | +139.3% | +651.8% | -512.5% | +90.1% |
| 5Y | -12.1% | +416.3% | -428.3% | -30.9% |
| 10Y | +3,601.0% | +377.4% | +3,223.5% | +2,796.3% |
| All | +8,534.1% | +679.1% | +7,855.0% | +7,605.6% |
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