+96.4%
SHOP vs IOT
+24.7%
+71.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.7% | -1.7% | -3.9% |
| 7D | -10.6% | +5.1% | -15.7% | -12.5% |
| 30D | -18.3% | -3.0% | -15.3% | -17.4% |
| 3M | +14.8% | +15.0% | -0.1% | +7.1% |
| 6M | -5.0% | +13.1% | -18.2% | -11.4% |
| YTD | -21.2% | +9.0% | -30.3% | -26.6% |
| 1Y | -11.6% | +0.1% | -11.7% | -15.2% |
| All | +96.4% | +24.7% | +71.7% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 3y: compounded portfolio wealth divided by compounded IOT 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…
3y analysis · Full analysis span regression · 6 months rolling