-14.3%
SHOP vs IFF
-35.5%
+21.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -13.2% | -2.8% | -10.4% | -11.9% |
| 30D | -17.0% | -1.1% | -15.9% | -16.5% |
| 3M | +17.0% | +13.8% | +3.2% | +9.9% |
| 6M | -2.1% | +16.7% | -18.8% | -11.2% |
| YTD | -21.4% | +26.1% | -47.5% | -32.9% |
| 1Y | -11.0% | +33.5% | -44.5% | -27.1% |
| 3Y | +100.9% | +31.6% | +69.3% | +51.5% |
| All | -14.3% | -35.5% | +21.2% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling