-15.7%
SHOP vs IEF
-8.6%
-7.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.2% |
| 7D | -10.6% | -0.3% | -10.3% | -10.4% |
| 30D | -18.3% | -0.6% | -17.7% | -17.8% |
| 3M | +14.8% | -1.0% | +15.8% | +16.0% |
| 6M | -5.0% | -3.1% | -2.0% | -2.4% |
| YTD | -21.2% | -1.9% | -19.4% | -19.8% |
| 1Y | -11.6% | -1.4% | -10.3% | -10.4% |
| 3Y | +101.2% | +9.8% | +91.4% | +80.7% |
| 5Y | -15.7% | -8.8% | -6.9% | -31.1% |
| All | -15.7% | -8.6% | -7.1% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling