+3,291.5%
SHOP vs IWD
+198.0%
+3,093.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | +14.1% |
| 6M | +11.9% | +16.2% | -4.3% | -8.8% |
| YTD | -9.9% | +23.3% | -33.2% | -32.2% |
| 1Y | 0.0% | +29.6% | -29.6% | -29.2% |
| 3Y | +117.5% | +70.5% | +47.0% | +13.5% |
| 5Y | -6.6% | +73.5% | -80.1% | -49.1% |
| All | +3,291.5% | +198.0% | +3,093.5% | +1,014.9% |
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