+8,434.7%
SHOP vs IVZ
+33.7%
+8,401.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.1% |
| 7D | -5.1% | +0.6% | -5.7% | -5.4% |
| 30D | +0.6% | +4.0% | -3.4% | -1.3% |
| 3M | +25.0% | +18.2% | +6.9% | +14.4% |
| 6M | +11.9% | +32.8% | -20.9% | -4.0% |
| YTD | -9.9% | +28.7% | -38.6% | -21.5% |
| 1Y | 0.0% | +55.4% | -55.4% | -20.4% |
| 3Y | +117.5% | +135.2% | -17.7% | +41.4% |
| 5Y | -6.6% | +64.2% | -70.8% | -30.0% |
| 10Y | +3,320.3% | +64.6% | +3,255.7% | +2,475.5% |
| All | +8,434.7% | +33.7% | +8,401.0% | +5,632.1% |
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 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