+6.1%
SHOP vs IOT
+61.4%
-55.4%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.3% | -2.4% |
| 7D | -5.1% | -2.3% | -2.8% | -4.2% |
| 30D | +0.6% | +3.8% | -3.2% | -1.7% |
| 3M | +25.0% | +14.2% | +10.9% | +15.4% |
| 6M | +11.9% | +40.1% | -28.2% | -9.1% |
| YTD | -9.9% | +13.4% | -23.3% | -18.9% |
| 1Y | 0.0% | +12.2% | -12.2% | -11.5% |
| 3Y | +117.5% | +30.0% | +87.5% | +61.8% |
| All | +6.1% | +61.4% | -55.4% | -45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling