-6.3%
SHOP vs IRE
-97.7%
+91.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -13.5% | +11.9% | -1.3% |
| 7D | +2.1% | +11.1% | -9.0% | +1.6% |
| 30D | -16.8% | -75.2% | +58.3% | -14.6% |
| 3M | -2.4% | -86.4% | +84.0% | +1.3% |
| 6M | +47.0% | -94.8% | +141.9% | +56.5% |
| YTD | -8.8% | -93.3% | +84.5% | -8.2% |
| 1Y | -6.3% | -97.5% | +91.2% | -4.3% |
| All | -6.3% | -97.7% | +91.4% | -4.3% |
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