+3,772.8%
SHOP vs IWF
+389.3%
+3,383.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.0% |
| 7D | +2.1% | +5.3% | -3.2% | -6.5% |
| 30D | -16.8% | -8.6% | -8.2% | -3.5% |
| 3M | -2.4% | -6.5% | +4.1% | +9.3% |
| 6M | +47.0% | -5.6% | +52.7% | +59.5% |
| YTD | -8.8% | -1.5% | -7.3% | -7.2% |
| 1Y | -6.3% | -2.8% | -3.4% | -2.1% |
| 3Y | +139.3% | +67.1% | +72.1% | +2.9% |
| 5Y | -12.1% | +57.6% | -69.7% | -52.5% |
| All | +3,772.8% | +389.3% | +3,383.6% | +228.7% |
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