+112.8%
SHOP vs IGV
+40.9%
+72.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.8% | -5.7% | -5.2% |
| 7D | -4.1% | -3.3% | -0.8% | +0.1% |
| 30D | -11.5% | 0.0% | -11.5% | -12.1% |
| 3M | +21.1% | +7.3% | +13.7% | +8.6% |
| 6M | +3.0% | +16.7% | -13.7% | -18.0% |
| YTD | -16.7% | -2.8% | -13.8% | -13.4% |
| 1Y | -8.3% | -6.7% | -1.6% | +1.7% |
| 3Y | +112.8% | +41.1% | +71.7% | +23.8% |
| All | +112.8% | +40.9% | +72.0% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling