+14.5%
SHOP vs INIO
-36.7%
+51.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.8% | -0.7% | -5.7% |
| 7D | -10.6% | +3.5% | -14.2% | -10.4% |
| 30D | -18.3% | -23.4% | +5.1% | -19.3% |
| 3M | +14.8% | -38.4% | +53.2% | +13.7% |
| All | +14.5% | -36.7% | +51.2% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 5y: compounded portfolio wealth divided by compounded INIO 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…
5y analysis · Full analysis span regression · Available span rolling