+2,941.1%
SHOP vs ICE
+217.4%
+2,723.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | -13.2% | -5.3% | -7.9% | -8.9% |
| 30D | -17.0% | +3.0% | -20.1% | -19.1% |
| 3M | +17.0% | +11.4% | +5.6% | +5.9% |
| 6M | -2.1% | -2.0% | -0.1% | -1.0% |
| YTD | -21.4% | -3.1% | -18.2% | -20.0% |
| 1Y | -11.0% | -8.4% | -2.6% | -5.4% |
| 3Y | +100.9% | +40.7% | +60.2% | +41.6% |
| 5Y | -14.7% | +40.0% | -54.7% | -37.4% |
| All | +2,941.1% | +217.4% | +2,723.7% | +1,495.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling