+2,989.4%
SHOP vs IRM
+418.7%
+2,570.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.7% | -5.1% |
| 7D | -10.6% | +3.0% | -13.7% | -11.8% |
| 30D | -18.3% | -5.2% | -13.1% | -16.4% |
| 3M | +14.8% | -8.0% | +22.9% | +18.4% |
| 6M | -5.0% | +9.2% | -14.2% | -10.2% |
| YTD | -21.2% | +41.0% | -62.2% | -34.4% |
| 1Y | -11.6% | +23.3% | -34.9% | -21.8% |
| 3Y | +101.2% | +102.8% | -1.6% | +36.9% |
| 5Y | -15.7% | +192.8% | -208.5% | -50.1% |
| 10Y | +2,989.4% | +439.6% | +2,549.8% | +1,330.7% |
| All | +2,989.4% | +418.7% | +2,570.7% | +1,330.7% |
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