+8,434.7%
SHOP vs IRM
+478.5%
+7,956.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -1.3% |
| 7D | -5.1% | -0.5% | -4.6% | -4.9% |
| 30D | +0.6% | -8.1% | +8.7% | +4.1% |
| 3M | +25.0% | -9.7% | +34.7% | +29.9% |
| 6M | +11.9% | +10.0% | +1.9% | +5.6% |
| YTD | -9.9% | +43.0% | -52.9% | -25.2% |
| 1Y | 0.0% | +32.7% | -32.7% | -14.5% |
| 3Y | +117.5% | +102.7% | +14.8% | +49.0% |
| 5Y | -6.6% | +187.6% | -194.2% | -44.2% |
| 10Y | +3,320.3% | +420.1% | +2,900.2% | +1,475.1% |
| All | +8,434.7% | +478.5% | +7,956.2% | +2,872.7% |
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 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