+8,901.8%
SHOP vs IP
+15.1%
+8,886.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.5% | +5.8% | +6.8% |
| 7D | -9.0% | +3.4% | -12.4% | -10.1% |
| 30D | -4.4% | +11.2% | -15.7% | -8.2% |
| 3M | +24.1% | -14.8% | +38.9% | +31.5% |
| 6M | +20.0% | +17.3% | +2.7% | +11.4% |
| YTD | -4.9% | -6.2% | +1.2% | -5.8% |
| 1Y | -4.9% | +2.3% | -7.3% | -9.3% |
| 3Y | +149.0% | +17.7% | +131.3% | +119.7% |
| 5Y | -0.7% | -8.4% | +7.8% | -3.5% |
| 10Y | +3,808.8% | +32.1% | +3,776.7% | +2,839.8% |
| All | +8,901.8% | +15.1% | +8,886.7% | +8,431.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling