-7.5%
SHOP vs IOT
+54.4%
-61.8%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -13.2% | -0.8% | -12.4% | -12.9% |
| 30D | -17.0% | -4.7% | -12.4% | -15.2% |
| 3M | +17.0% | +17.8% | -0.8% | +6.4% |
| 6M | -2.1% | +16.8% | -19.0% | -11.3% |
| YTD | -21.4% | +8.4% | -29.8% | -27.6% |
| 1Y | -11.0% | -0.8% | -10.2% | -15.1% |
| 3Y | +100.9% | +25.7% | +75.2% | +52.0% |
| All | -7.5% | +54.4% | -61.8% | -51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling