+8,680.0%
SHOP vs IRM
+460.9%
+8,219.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.2% |
| 7D | -2.5% | -5.3% | +2.8% | -0.2% |
| 30D | -16.7% | -2.3% | -14.4% | -16.0% |
| 3M | -2.2% | -7.4% | +5.2% | +0.9% |
| 6M | +45.6% | -12.2% | +57.8% | +52.9% |
| YTD | -7.3% | +38.6% | -45.9% | -22.1% |
| 1Y | -6.1% | +14.9% | -21.0% | -14.1% |
| 3Y | +143.3% | +108.2% | +35.2% | +64.3% |
| 5Y | +0.2% | +183.8% | -183.7% | -39.7% |
| 10Y | +3,663.5% | +512.6% | +3,150.9% | +1,530.8% |
| All | +8,680.0% | +460.9% | +8,219.1% | +2,996.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling