-4.9%
SHOP vs IRE
-97.6%
+92.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -23.2% | +30.6% | +7.9% |
| 7D | -9.0% | -46.8% | +37.8% | -7.7% |
| 30D | -4.4% | -75.5% | +71.1% | -1.3% |
| 3M | +24.1% | -79.4% | +103.5% | +28.2% |
| 6M | +20.0% | -91.3% | +111.3% | +24.9% |
| YTD | -4.9% | -90.8% | +85.9% | -5.0% |
| 1Y | -4.9% | -97.7% | +92.8% | 0.0% |
| All | -4.9% | -97.6% | +92.6% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling