+7,358.2%
SHOP vs IJH
+186.2%
+7,172.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -4.1% |
| 7D | -10.6% | -0.7% | -9.9% | -9.7% |
| 30D | -18.3% | -3.8% | -14.5% | -14.0% |
| 3M | +14.8% | 0.0% | +14.8% | +14.7% |
| 6M | -5.0% | +8.8% | -13.8% | -15.0% |
| YTD | -21.2% | +13.5% | -34.7% | -33.3% |
| 1Y | -11.6% | +15.4% | -27.0% | -26.3% |
| 3Y | +101.2% | +50.9% | +50.3% | +26.9% |
| 5Y | -15.7% | +47.8% | -63.5% | -40.7% |
| 10Y | +2,989.4% | +183.1% | +2,806.4% | +1,006.8% |
| All | +7,358.2% | +186.2% | +7,172.0% | +2,506.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling