+8,534.1%
SHOP vs IEF
+11.2%
+8,522.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | +2.1% | -1.9% | +4.0% | +2.6% |
| 30D | -16.8% | +1.1% | -17.9% | -17.1% |
| 3M | -2.4% | -1.9% | -0.5% | -1.9% |
| 6M | +47.0% | -2.4% | +49.4% | +48.0% |
| YTD | -8.8% | -3.0% | -5.8% | -8.1% |
| 1Y | -6.3% | -3.1% | -3.1% | -5.5% |
| 3Y | +139.3% | +10.7% | +128.6% | +133.4% |
| 5Y | -12.1% | -8.0% | -4.1% | -23.1% |
| 10Y | +3,601.0% | +6.9% | +3,594.0% | +3,658.9% |
| All | +8,534.1% | +11.2% | +8,522.9% | +8,250.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling