-4.3%
SHOP vs IRE
-97.8%
+93.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.2% |
| 7D | -2.7% | -15.5% | +12.9% | -2.9% |
| 30D | -11.0% | -70.4% | +59.4% | -9.0% |
| 3M | +0.3% | -81.6% | +81.9% | +3.4% |
| 6M | +37.7% | -94.7% | +132.4% | +47.3% |
| YTD | -5.5% | -91.8% | +86.2% | -5.4% |
| All | -4.3% | -97.8% | +93.5% | -1.6% |
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