-11.2%
SHOP vs IJR
+21.9%
-33.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.1% |
| 7D | -11.2% | -2.2% | -9.1% | -8.8% |
| 30D | -14.4% | -4.6% | -9.8% | -9.3% |
| 3M | +16.6% | +0.2% | +16.4% | +15.8% |
| 6M | -0.6% | +14.7% | -15.3% | -18.2% |
| YTD | -20.0% | +18.9% | -38.9% | -37.7% |
| 1Y | -11.2% | +19.9% | -31.1% | -30.4% |
| All | -11.2% | +21.9% | -33.1% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling