+96.1%
SHOP vs IFF
+29.7%
+66.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -13.2% | -2.8% | -10.4% | -12.5% |
| 30D | -17.0% | -1.1% | -15.9% | -16.7% |
| 3M | +17.0% | +13.8% | +3.2% | +13.7% |
| 6M | -2.1% | +16.7% | -18.8% | -6.2% |
| YTD | -21.4% | +26.1% | -47.5% | -27.2% |
| 1Y | -11.0% | +33.5% | -44.5% | -19.6% |
| All | +96.1% | +29.7% | +66.4% | +53.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling