-9.3%
SHOP vs IVZ
+63.4%
-72.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.2% | -5.4% | -5.8% |
| 7D | -4.1% | +1.1% | -5.2% | -4.8% |
| 30D | -11.5% | +3.1% | -14.6% | -13.5% |
| 3M | +21.1% | +18.2% | +2.9% | +4.2% |
| 6M | +3.0% | +38.6% | -35.6% | -23.5% |
| YTD | -16.7% | +25.9% | -42.6% | -33.3% |
| 1Y | -8.3% | +51.7% | -60.0% | -37.5% |
| 3Y | +112.8% | +138.7% | -25.8% | -8.4% |
| 5Y | -9.3% | +62.8% | -72.0% | -47.1% |
| All | -9.3% | +63.4% | -72.6% | -47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling