+7,788.2%
SHOP vs IEFA
+128.6%
+7,659.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.6% | -7.0% | -6.7% |
| 7D | -4.1% | +1.2% | -5.2% | -5.6% |
| 30D | -11.5% | -0.6% | -10.9% | -10.6% |
| 3M | +21.1% | +6.2% | +14.8% | +10.4% |
| 6M | +3.0% | +11.2% | -8.2% | -13.0% |
| YTD | -16.7% | +14.2% | -30.9% | -32.6% |
| 1Y | -8.3% | +20.0% | -28.3% | -30.6% |
| 3Y | +112.8% | +68.8% | +44.0% | -0.2% |
| 5Y | -9.3% | +52.7% | -61.9% | -47.8% |
| 10Y | +3,003.4% | +144.2% | +2,859.2% | +947.5% |
| All | +7,788.2% | +128.6% | +7,659.6% | +2,608.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling