+3,663.5%
SHOP vs IP
+22.3%
+3,641.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.3% |
| 7D | -2.5% | -2.8% | +0.3% | -1.4% |
| 30D | -16.7% | +9.2% | -25.9% | -19.3% |
| 3M | -2.2% | -16.1% | +13.9% | +4.3% |
| 6M | +45.6% | +9.6% | +36.0% | +39.4% |
| YTD | -7.3% | -8.8% | +1.5% | -7.0% |
| 1Y | -6.1% | -5.5% | -0.6% | -7.3% |
| 3Y | +143.3% | +19.6% | +123.7% | +114.8% |
| 5Y | +0.2% | -13.5% | +13.6% | -1.0% |
| 10Y | +3,663.5% | +22.4% | +3,641.1% | +3,527.6% |
| All | +3,663.5% | +22.3% | +3,641.2% | +3,527.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling