+2,941.1%
SHOP vs IGV
+363.9%
+2,577.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.8% |
| 7D | -13.2% | -5.4% | -7.8% | -5.6% |
| 30D | -17.0% | -2.6% | -14.4% | -14.5% |
| 3M | +17.0% | +10.5% | +6.5% | -1.2% |
| 6M | -2.1% | +18.2% | -20.3% | -26.1% |
| YTD | -21.4% | -4.2% | -17.1% | -17.9% |
| 1Y | -11.0% | -9.8% | -1.2% | +2.6% |
| 3Y | +100.9% | +39.1% | +61.8% | +21.0% |
| 5Y | -14.7% | +21.2% | -35.9% | -28.0% |
| All | +2,941.1% | +363.9% | +2,577.2% | +345.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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