-11.2%
SHOP vs IEFA
+18.9%
-30.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +0.7% |
| 7D | -11.2% | -1.6% | -9.7% | -9.7% |
| 30D | -14.4% | -1.5% | -12.9% | -12.9% |
| 3M | +16.6% | +3.4% | +13.2% | +12.9% |
| 6M | -0.6% | +9.5% | -10.0% | -11.5% |
| YTD | -20.0% | +13.0% | -33.0% | -36.1% |
| 1Y | -11.2% | +18.0% | -29.2% | -35.8% |
| All | -11.2% | +18.9% | -30.1% | -35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling