-11.6%
SHOP vs IRM
+29.2%
-40.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.7% | -5.3% |
| 7D | -10.6% | +3.0% | -13.7% | -11.2% |
| 30D | -18.3% | -5.2% | -13.1% | -17.4% |
| 3M | +14.8% | -8.0% | +22.9% | +16.4% |
| 6M | -5.0% | +9.2% | -14.2% | -10.2% |
| YTD | -21.2% | +41.0% | -62.2% | -33.5% |
| 1Y | -11.6% | +23.3% | -34.9% | -20.2% |
| All | -11.6% | +29.2% | -40.8% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling