+112.8%
SHOP vs IRM
+101.2%
+11.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.7% | -6.9% | -7.3% |
| 7D | -4.1% | +1.6% | -5.7% | -4.7% |
| 30D | -11.5% | -4.2% | -7.3% | -10.2% |
| 3M | +21.1% | -5.4% | +26.4% | +22.8% |
| 6M | +3.0% | +12.0% | -9.0% | -3.9% |
| YTD | -16.7% | +42.0% | -58.7% | -31.1% |
| 1Y | -8.3% | +29.9% | -38.2% | -21.1% |
| 3Y | +112.8% | +104.4% | +8.5% | +21.4% |
| All | +112.8% | +101.2% | +11.6% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling