-9.6%
SHOP vs IRE
-98.1%
+88.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.4% | +14.6% | +0.7% |
| 7D | -1.2% | -31.8% | +30.6% | -0.1% |
| 30D | -14.7% | -71.8% | +57.0% | -12.2% |
| 3M | -7.2% | -88.9% | +81.7% | -2.4% |
| 6M | +54.2% | -95.4% | +149.5% | +65.6% |
| YTD | -8.6% | -94.2% | +85.6% | -7.9% |
| 1Y | +0.5% | -97.1% | +97.6% | +3.0% |
| All | -9.6% | -98.1% | +88.6% | -5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling