+2,993.7%
SHOP vs IFF
-20.3%
+3,013.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +2.0% |
| 7D | -11.2% | -3.2% | -8.1% | -9.9% |
| 30D | -14.4% | -0.3% | -14.1% | -14.2% |
| 3M | +16.6% | +8.4% | +8.1% | +12.9% |
| 6M | -0.6% | +23.0% | -23.6% | -10.3% |
| YTD | -20.0% | +25.5% | -45.5% | -29.5% |
| 1Y | -11.2% | +29.1% | -40.3% | -23.1% |
| 3Y | +99.5% | +31.7% | +67.8% | +64.5% |
| 5Y | -13.2% | -35.2% | +22.0% | -0.4% |
| All | +2,993.7% | -20.3% | +3,013.9% | +2,888.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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