+8,524.1%
SHOP vs IVZ
+16.7%
+8,507.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.4% | -3.5% |
| 7D | +2.8% | +2.2% | +0.7% | +1.8% |
| 30D | -14.2% | -2.2% | -12.0% | -13.3% |
| 3M | -5.5% | -8.4% | +2.9% | -1.5% |
| 6M | +32.8% | +6.2% | +26.6% | +27.6% |
| YTD | -8.9% | +12.4% | -21.3% | -15.4% |
| 1Y | -7.7% | +26.0% | -33.7% | -19.0% |
| 3Y | +139.0% | +147.9% | -8.8% | +52.0% |
| 5Y | -0.5% | +38.8% | -39.3% | -19.5% |
| 10Y | +3,557.0% | +44.6% | +3,512.5% | +2,829.9% |
| All | +8,524.1% | +16.7% | +8,507.4% | +6,076.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling