+7,788.2%
SHOP vs IEMG
+119.1%
+7,669.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.1% | -7.6% | -7.6% |
| 7D | -4.1% | +2.8% | -6.9% | -7.2% |
| 30D | -11.5% | +4.6% | -16.2% | -16.4% |
| 3M | +21.1% | +5.5% | +15.5% | +10.4% |
| 6M | +3.0% | +19.7% | -16.7% | -21.6% |
| YTD | -16.7% | +25.5% | -42.2% | -40.9% |
| 1Y | -8.3% | +35.5% | -43.8% | -40.7% |
| 3Y | +112.8% | +88.0% | +24.9% | -7.5% |
| 5Y | -9.3% | +50.6% | -59.8% | -45.0% |
| 10Y | +3,003.4% | +138.4% | +2,865.1% | +1,105.1% |
| All | +7,788.2% | +119.1% | +7,669.1% | +2,551.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling