+8,524.1%
SHOP vs IWD
+217.4%
+8,306.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +2.8% | +1.6% | +1.3% | +0.9% |
| 30D | -14.2% | +3.6% | -17.8% | -17.9% |
| 3M | -5.5% | +2.0% | -7.6% | -7.5% |
| 6M | +32.8% | +13.1% | +19.7% | +13.4% |
| YTD | -8.9% | +26.2% | -35.1% | -33.0% |
| 1Y | -7.7% | +29.6% | -37.3% | -34.4% |
| 3Y | +139.0% | +84.3% | +54.7% | +13.3% |
| 5Y | -0.5% | +73.4% | -74.0% | -45.5% |
| 10Y | +3,557.0% | +202.4% | +3,354.6% | +1,012.3% |
| All | +8,524.1% | +217.4% | +8,306.7% | +2,311.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling