+3,608.8%
SHOP vs IWD
+207.5%
+3,401.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +3.9% | +4.1% |
| 7D | -5.4% | -0.5% | -5.0% | -4.6% |
| 30D | -10.3% | +2.7% | -13.0% | -13.1% |
| 3M | +1.0% | +0.9% | +0.1% | +0.4% |
| 6M | +41.2% | +10.5% | +30.7% | +23.9% |
| YTD | -7.5% | +23.7% | -31.2% | -30.3% |
| 1Y | -4.6% | +28.7% | -33.3% | -31.8% |
| 3Y | +146.4% | +79.7% | +66.7% | +20.1% |
| 5Y | -2.5% | +69.7% | -72.2% | -45.6% |
| All | +3,608.8% | +207.5% | +3,401.3% | +1,234.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling