-5.6%
SHOP vs IP
-17.2%
+11.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.5% |
| 7D | -5.1% | -5.3% | +0.2% | -2.7% |
| 30D | +0.6% | -10.9% | +11.4% | +5.7% |
| 3M | +25.0% | +11.2% | +13.9% | +17.5% |
| 6M | +11.9% | -10.2% | +22.1% | +15.4% |
| YTD | -9.9% | -2.0% | -7.9% | -12.8% |
| 1Y | 0.0% | -19.1% | +19.1% | +6.8% |
| 3Y | +117.5% | +20.9% | +96.6% | +70.0% |
| All | -5.6% | -17.2% | +11.6% | -15.8% |
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