-11.6%
SHOP vs ICE
-8.7%
-2.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -5.0% |
| 7D | -10.6% | -0.9% | -9.8% | -10.1% |
| 30D | -18.3% | +4.0% | -22.3% | -19.8% |
| 3M | +14.8% | +11.0% | +3.9% | +9.3% |
| 6M | -5.0% | -5.0% | -0.1% | -1.4% |
| YTD | -21.2% | -2.7% | -18.5% | -18.4% |
| 1Y | -11.6% | -8.6% | -3.0% | -6.0% |
| All | -11.6% | -8.7% | -2.9% | -6.0% |
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