+7,788.2%
SHOP vs IJR
+186.8%
+7,601.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.7% | -6.8% | -6.8% |
| 7D | -4.1% | +0.9% | -5.0% | -5.0% |
| 30D | -11.5% | -3.1% | -8.4% | -8.4% |
| 3M | +21.1% | +4.4% | +16.6% | +15.5% |
| 6M | +3.0% | +16.1% | -13.1% | -12.4% |
| YTD | -16.7% | +20.6% | -37.3% | -32.0% |
| 1Y | -8.3% | +22.9% | -31.1% | -26.2% |
| 3Y | +112.8% | +55.2% | +57.6% | +39.6% |
| 5Y | -9.3% | +41.1% | -50.4% | -30.5% |
| 10Y | +3,003.4% | +167.0% | +2,836.5% | +1,259.9% |
| All | +7,788.2% | +186.8% | +7,601.4% | +3,088.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling