+8,434.7%
SHOP vs IOVA
-17.5%
+8,452.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.7% |
| 7D | -5.1% | +9.7% | -14.8% | -6.6% |
| 30D | +0.6% | +102.5% | -101.9% | -12.3% |
| 3M | +25.0% | +100.7% | -75.7% | +7.7% |
| 6M | +11.9% | +106.3% | -94.4% | -6.3% |
| YTD | -9.9% | +222.0% | -231.8% | -31.6% |
| 1Y | 0.0% | +299.5% | -299.6% | -28.6% |
| 3Y | +117.5% | +42.9% | +74.6% | +55.0% |
| 5Y | -6.6% | -65.0% | +58.3% | -20.2% |
| 10Y | +3,320.3% | +10.3% | +3,310.0% | +1,989.3% |
| All | +8,434.7% | -17.5% | +8,452.2% | +5,313.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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