-4.9%
SHOP vs ICE
+21.0%
-25.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.3% | +5.0% | +6.2% |
| 7D | -9.0% | +12.2% | -21.2% | -14.1% |
| 30D | -4.4% | +15.0% | -19.4% | -11.3% |
| 3M | +24.1% | +17.6% | +6.5% | +13.8% |
| 6M | +20.0% | +12.6% | +7.4% | +14.0% |
| YTD | -4.9% | +9.1% | -14.0% | -6.8% |
| 1Y | -4.9% | +20.6% | -25.5% | -10.1% |
| All | -4.9% | +21.0% | -25.9% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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