+2,941.1%
SHOP vs IWF
+418.7%
+2,522.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +1.4% |
| 7D | -13.2% | -1.7% | -11.5% | -10.6% |
| 30D | -17.0% | -1.8% | -15.2% | -14.2% |
| 3M | +17.0% | +1.5% | +15.6% | +12.4% |
| 6M | -2.1% | +7.7% | -9.8% | -15.0% |
| YTD | -21.4% | +2.7% | -24.1% | -25.2% |
| 1Y | -11.0% | +6.8% | -17.7% | -20.0% |
| 3Y | +100.9% | +76.9% | +24.1% | -20.4% |
| 5Y | -14.7% | +73.4% | -88.1% | -60.0% |
| All | +2,941.1% | +418.7% | +2,522.4% | +160.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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