+99.5%
SHOP vs IEMG
+83.7%
+15.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +0.5% |
| 7D | -11.2% | -1.3% | -9.9% | -10.1% |
| 30D | -14.4% | +1.9% | -16.3% | -16.0% |
| 3M | +16.6% | +1.4% | +15.2% | +12.8% |
| 6M | -0.6% | +15.2% | -15.7% | -20.8% |
| YTD | -20.0% | +23.8% | -43.8% | -43.8% |
| 1Y | -11.2% | +30.7% | -41.9% | -42.1% |
| 3Y | +99.5% | +83.3% | +16.2% | -30.9% |
| All | +99.5% | +83.7% | +15.8% | -30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling