+8,680.0%
SHOP vs IGV
+410.1%
+8,269.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | -1.0% |
| 7D | -2.5% | -1.3% | -1.2% | -0.6% |
| 30D | -16.7% | -8.1% | -8.6% | -6.1% |
| 3M | -2.2% | -1.6% | -0.6% | -1.5% |
| 6M | +45.6% | +12.7% | +32.8% | +17.9% |
| YTD | -7.3% | -3.3% | -4.0% | -5.4% |
| 1Y | -6.1% | -7.9% | +1.8% | +3.3% |
| 3Y | +143.3% | +40.3% | +103.0% | +44.9% |
| 5Y | +0.2% | +17.3% | -17.2% | -11.4% |
| 10Y | +3,663.5% | +362.3% | +3,301.2% | +521.9% |
| All | +8,680.0% | +410.1% | +8,269.9% | +1,242.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling