-10.8%
SHOP vs IGV
-10.1%
-0.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.6% | -4.6% |
| 7D | -10.6% | -1.5% | -9.1% | -9.0% |
| 30D | -18.3% | -3.0% | -15.3% | -15.7% |
| 3M | +14.8% | +9.6% | +5.3% | +2.4% |
| 6M | -5.0% | +16.1% | -21.1% | -21.2% |
| YTD | -21.2% | -3.6% | -17.6% | -16.1% |
| All | -10.8% | -10.1% | -0.7% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling