+7,788.2%
SHOP vs IFF
-3.5%
+7,791.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.8% | -6.7% | -7.2% |
| 7D | -4.1% | -0.2% | -3.9% | -4.0% |
| 30D | -11.5% | -0.3% | -11.2% | -11.4% |
| 3M | +21.1% | +18.6% | +2.5% | +12.5% |
| 6M | +3.0% | +17.4% | -14.4% | -5.4% |
| YTD | -16.7% | +28.5% | -45.2% | -27.6% |
| 1Y | -8.3% | +32.5% | -40.8% | -21.7% |
| 3Y | +112.8% | +34.1% | +78.8% | +73.6% |
| 5Y | -9.3% | -35.2% | +25.9% | +4.4% |
| 10Y | +3,003.4% | -21.1% | +3,024.5% | +2,947.3% |
| All | +7,788.2% | -3.5% | +7,791.7% | +6,989.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling