+96.4%
SHOP vs IEFA
+65.6%
+30.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -3.9% |
| 7D | -10.6% | -0.5% | -10.2% | -9.9% |
| 30D | -18.3% | -1.1% | -17.2% | -16.7% |
| 3M | +14.8% | +5.1% | +9.8% | +6.4% |
| 6M | -5.0% | +9.3% | -14.3% | -18.3% |
| YTD | -21.2% | +13.0% | -34.2% | -36.4% |
| 1Y | -11.6% | +19.2% | -30.8% | -34.4% |
| All | +96.4% | +65.6% | +30.8% | -29.3% |
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