-5.9%
SHOP vs IP
-12.5%
+6.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.0% | -2.1% | -4.2% |
| 7D | -13.9% | -5.0% | -8.9% | -11.6% |
| 30D | -12.6% | +6.5% | -19.1% | -15.1% |
| 3M | -0.3% | -18.0% | +17.7% | +9.1% |
| 6M | +33.6% | +10.3% | +23.2% | +25.3% |
| YTD | -10.7% | -9.9% | -0.8% | -10.3% |
| 1Y | -11.8% | -1.1% | -10.7% | -16.6% |
| 3Y | +133.9% | +13.0% | +120.8% | +83.5% |
| 5Y | -5.9% | -12.3% | +6.3% | -11.5% |
| All | -5.9% | -12.5% | +6.5% | -11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling