+2,993.7%
SHOP vs IJH
+184.0%
+2,809.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +0.7% |
| 7D | -11.2% | -1.9% | -9.4% | -9.0% |
| 30D | -14.4% | -4.6% | -9.7% | -8.9% |
| 3M | +16.6% | -1.2% | +17.7% | +18.2% |
| 6M | -0.6% | +9.4% | -10.0% | -11.7% |
| YTD | -20.0% | +13.3% | -33.3% | -32.1% |
| 1Y | -11.2% | +13.4% | -24.6% | -24.3% |
| 3Y | +99.5% | +50.4% | +49.0% | +26.3% |
| 5Y | -13.2% | +49.0% | -62.2% | -39.6% |
| All | +2,993.7% | +184.0% | +2,809.7% | +1,199.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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