+8,552.4%
SHOP vs IEFA
+120.4%
+8,431.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | 0.0% |
| 7D | -1.2% | +2.2% | -3.4% | -4.4% |
| 30D | -14.7% | +1.1% | -15.8% | -15.8% |
| 3M | -7.2% | -4.3% | -2.9% | -0.6% |
| 6M | +54.2% | +1.4% | +52.8% | +50.9% |
| YTD | -8.6% | +10.1% | -18.7% | -21.7% |
| 1Y | +0.5% | +12.9% | -12.4% | -17.0% |
| 3Y | +135.9% | +65.8% | +70.2% | +12.8% |
| 5Y | -11.9% | +47.7% | -59.6% | -46.7% |
| 10Y | +3,608.8% | +146.8% | +3,462.0% | +1,158.3% |
| All | +8,552.4% | +120.4% | +8,431.9% | +3,042.7% |
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