-11.2%
SHOP vs IWD
+72.9%
-84.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | -0.3% |
| 7D | -1.2% | +2.3% | -3.5% | -6.0% |
| 30D | -14.7% | +3.6% | -18.3% | -20.7% |
| 3M | -7.2% | +2.2% | -9.4% | -10.9% |
| 6M | +54.2% | +13.0% | +41.2% | +18.6% |
| YTD | -8.6% | +26.5% | -35.1% | -46.0% |
| 1Y | +0.5% | +30.1% | -29.6% | -44.3% |
| 3Y | +135.9% | +84.9% | +51.1% | -40.5% |
| All | -11.2% | +72.9% | -84.1% | -71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling