-8.2%
SHOP vs IRE
-97.5%
+89.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.1% | -10.3% | +1.4% |
| 7D | -2.5% | -15.1% | +12.7% | -2.4% |
| 30D | -16.7% | -71.4% | +54.6% | -14.4% |
| 3M | -2.2% | -81.2% | +79.0% | +1.3% |
| 6M | +45.6% | -93.7% | +139.3% | +54.9% |
| YTD | -7.3% | -92.2% | +84.9% | -7.4% |
| 1Y | -6.1% | -97.3% | +91.2% | -1.4% |
| All | -8.2% | -97.5% | +89.2% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling