-4.6%
SHOP vs IRE
-98.3%
+93.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +39.6% | -36.0% | +2.5% |
| 7D | -5.4% | -27.2% | +21.7% | -5.3% |
| 30D | -10.3% | -75.1% | +64.8% | -7.9% |
| 3M | +1.0% | -77.9% | +78.9% | +3.6% |
| 6M | +41.2% | -94.6% | +135.8% | +50.7% |
| YTD | -7.5% | -91.5% | +84.0% | -7.4% |
| 1Y | -4.6% | -97.8% | +93.3% | -0.6% |
| All | -4.6% | -98.3% | +93.8% | -0.6% |
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