+2,989.4%
SHOP vs IVZ
+60.3%
+2,929.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -5.1% |
| 7D | -10.6% | +1.2% | -11.8% | -11.0% |
| 30D | -18.3% | +1.8% | -20.1% | -18.9% |
| 3M | +14.8% | +15.7% | -0.9% | +6.5% |
| 6M | -5.0% | +36.3% | -41.4% | -19.0% |
| YTD | -21.2% | +24.9% | -46.2% | -30.0% |
| 1Y | -11.6% | +48.9% | -60.5% | -27.6% |
| 3Y | +101.2% | +136.8% | -35.6% | +32.7% |
| 5Y | -15.7% | +60.0% | -75.7% | -36.1% |
| 10Y | +2,989.4% | +63.4% | +2,926.1% | +2,331.6% |
| All | +2,989.4% | +60.3% | +2,929.1% | +2,331.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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