+3,557.0%
SHOP vs IRM
+481.3%
+3,075.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | +2.8% | -5.1% | +7.9% | +5.2% |
| 30D | -14.2% | -3.3% | -10.9% | -13.0% |
| 3M | -5.5% | -8.2% | +2.6% | -2.2% |
| 6M | +32.8% | -12.8% | +45.5% | +39.9% |
| YTD | -8.9% | +36.6% | -45.5% | -23.3% |
| 1Y | -7.7% | +11.9% | -19.6% | -14.8% |
| 3Y | +139.0% | +105.1% | +33.9% | +60.4% |
| 5Y | -0.5% | +182.4% | -182.9% | -40.7% |
| 10Y | +3,557.0% | +505.1% | +3,051.9% | +1,568.2% |
| All | +3,557.0% | +481.3% | +3,075.7% | +1,568.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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