+96.1%
SHOP vs IJH
+48.6%
+47.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +1.3% |
| 7D | -13.2% | -2.5% | -10.7% | -9.6% |
| 30D | -17.0% | -5.0% | -12.0% | -9.9% |
| 3M | +17.0% | +0.5% | +16.5% | +15.6% |
| 6M | -2.1% | +8.2% | -10.4% | -15.1% |
| YTD | -21.4% | +12.5% | -33.8% | -36.2% |
| 1Y | -11.0% | +14.4% | -25.3% | -29.5% |
| All | +96.1% | +48.6% | +47.5% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling