+0.4%
SHOP vs IEMG
+21.0%
-20.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.1% | -7.6% | -7.6% |
| 7D | -4.1% | +2.8% | -6.9% | -4.9% |
| 30D | -11.5% | +4.6% | -16.2% | -12.7% |
| 3M | +21.1% | +5.5% | +15.5% | +17.7% |
| All | +0.4% | +21.0% | -20.6% | -13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling