+135.9%
SHOP vs IEFA
+66.9%
+69.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | 0.0% |
| 7D | -1.2% | +2.2% | -3.4% | -4.2% |
| 30D | -14.7% | +1.1% | -15.8% | -15.7% |
| 3M | -7.2% | -4.3% | -2.9% | -1.0% |
| 6M | +54.2% | +1.4% | +52.8% | +51.4% |
| YTD | -8.6% | +10.1% | -18.7% | -22.1% |
| 1Y | +0.5% | +12.9% | -12.4% | -17.7% |
| 3Y | +135.9% | +65.8% | +70.2% | +13.9% |
| All | +135.9% | +66.9% | +69.1% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling