+2,993.7%
SHOP vs IJR
+172.1%
+2,821.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.2% |
| 7D | -11.2% | -2.2% | -9.1% | -9.0% |
| 30D | -14.4% | -4.6% | -9.8% | -9.8% |
| 3M | +16.6% | +0.2% | +16.4% | +16.3% |
| 6M | -0.6% | +14.7% | -15.3% | -14.3% |
| YTD | -20.0% | +18.9% | -38.9% | -33.6% |
| 1Y | -11.2% | +19.9% | -31.1% | -26.6% |
| 3Y | +99.5% | +53.0% | +46.5% | +33.0% |
| 5Y | -13.2% | +40.9% | -54.1% | -33.4% |
| All | +2,993.7% | +172.1% | +2,821.6% | +1,505.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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