+2,993.7%
SHOP vs IEMG
+145.8%
+2,847.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +0.2% |
| 7D | -11.2% | -1.3% | -9.9% | -9.8% |
| 30D | -14.4% | +1.9% | -16.3% | -16.5% |
| 3M | +16.6% | +1.4% | +15.2% | +11.5% |
| 6M | -0.6% | +15.2% | -15.7% | -21.6% |
| YTD | -20.0% | +23.8% | -43.8% | -43.5% |
| 1Y | -11.2% | +30.7% | -41.9% | -41.3% |
| 3Y | +99.5% | +83.3% | +16.2% | -15.3% |
| 5Y | -13.2% | +48.8% | -62.0% | -48.7% |
| All | +2,993.7% | +145.8% | +2,847.9% | +989.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 10y: compounded portfolio wealth divided by compounded IEMG 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…
10y analysis · Full analysis span regression · 6 months rolling