+2,941.1%
SHOP vs IEF
+4.0%
+2,937.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.1% |
| 7D | -13.2% | -1.2% | -12.0% | -12.9% |
| 30D | -17.0% | -1.5% | -15.6% | -16.6% |
| 3M | +17.0% | -1.7% | +18.7% | +17.8% |
| 6M | -2.1% | -3.5% | +1.4% | -1.0% |
| YTD | -21.4% | -2.6% | -18.7% | -20.6% |
| 1Y | -11.0% | -2.4% | -8.6% | -10.2% |
| 3Y | +100.9% | +8.9% | +92.0% | +94.1% |
| 5Y | -14.7% | -9.2% | -5.4% | -27.1% |
| All | +2,941.1% | +4.0% | +2,937.1% | +3,191.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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