+8,434.7%
SHOP vs IWD
+210.2%
+8,224.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.2% |
| 6M | +11.9% | +16.2% | -4.3% | -8.7% |
| YTD | -9.9% | +23.3% | -33.2% | -32.0% |
| 1Y | 0.0% | +29.6% | -29.6% | -29.0% |
| 3Y | +117.5% | +70.5% | +47.0% | +14.1% |
| 5Y | -6.6% | +73.5% | -80.1% | -48.6% |
| 10Y | +3,320.3% | +198.3% | +3,122.0% | +956.2% |
| All | +8,434.7% | +210.2% | +8,224.5% | +2,348.4% |
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