+2,993.7%
SHOP vs IEFA
+148.3%
+2,845.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +0.2% |
| 7D | -11.2% | -1.6% | -9.7% | -9.0% |
| 30D | -14.4% | -1.5% | -12.9% | -12.2% |
| 3M | +16.6% | +3.4% | +13.2% | +10.4% |
| 6M | -0.6% | +9.5% | -10.0% | -14.7% |
| YTD | -20.0% | +13.0% | -33.0% | -34.9% |
| 1Y | -11.2% | +18.0% | -29.2% | -32.0% |
| 3Y | +99.5% | +65.4% | +34.1% | -7.7% |
| 5Y | -13.2% | +51.6% | -64.8% | -51.5% |
| All | +2,993.7% | +148.3% | +2,845.4% | +850.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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