0.0%
SHOP vs IWD
+30.5%
-30.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | +0.4% |
| 7D | -5.1% | -0.3% | -4.8% | -4.7% |
| 30D | +0.6% | +0.6% | 0.0% | -0.1% |
| 3M | +25.0% | +7.2% | +17.8% | +13.6% |
| 6M | +11.9% | +16.2% | -4.3% | -12.6% |
| YTD | -9.9% | +23.3% | -33.2% | -38.1% |
| 1Y | 0.0% | +29.6% | -29.6% | -37.3% |
| All | 0.0% | +30.5% | -30.5% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 1y: compounded portfolio wealth divided by compounded IWD 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…
1y analysis · Full analysis span regression · 6 months rolling