-11.2%
SHOP vs IWF
+7.1%
-18.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +0.6% |
| 7D | -11.2% | -0.9% | -10.3% | -10.0% |
| 30D | -14.4% | -1.7% | -12.6% | -12.0% |
| 3M | +16.6% | +0.7% | +15.9% | +14.7% |
| 6M | -0.6% | +8.6% | -9.1% | -15.0% |
| YTD | -20.0% | +3.5% | -23.5% | -23.3% |
| 1Y | -11.2% | +7.0% | -18.2% | -19.5% |
| All | -11.2% | +7.1% | -18.3% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling