+3,663.5%
SHOP vs ICE
+258.7%
+3,404.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | -0.2% |
| 7D | -2.5% | +3.2% | -5.7% | -5.1% |
| 30D | -16.7% | +14.7% | -31.4% | -26.5% |
| 3M | -2.2% | +19.8% | -22.0% | -17.0% |
| 6M | +45.6% | +15.2% | +30.3% | +26.8% |
| YTD | -7.3% | +12.7% | -19.9% | -18.0% |
| 1Y | -6.1% | +20.4% | -26.5% | -21.8% |
| 3Y | +143.3% | +70.8% | +72.6% | +42.9% |
| 5Y | +0.2% | +43.9% | -43.8% | -30.4% |
| 10Y | +3,663.5% | +264.8% | +3,398.7% | +1,480.1% |
| All | +3,663.5% | +258.7% | +3,404.8% | +1,480.1% |
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 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