+8,434.7%
SHOP vs IEF
+12.9%
+8,421.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -5.1% | -0.3% | -4.8% | -5.0% |
| 30D | +0.6% | -0.8% | +1.4% | +0.8% |
| 3M | +25.0% | -1.0% | +26.0% | +25.4% |
| 6M | +11.9% | -2.8% | +14.7% | +12.5% |
| YTD | -9.9% | -1.5% | -8.4% | -9.5% |
| 1Y | 0.0% | -0.4% | +0.4% | +0.2% |
| 3Y | +117.5% | +9.7% | +107.8% | +111.9% |
| 5Y | -6.6% | -8.3% | +1.7% | -19.8% |
| 10Y | +3,320.3% | +4.6% | +3,315.7% | +3,280.0% |
| All | +8,434.7% | +12.9% | +8,421.8% | +8,121.1% |
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 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