-14.7%
SHOP vs IWF
+71.2%
-85.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +1.6% |
| 7D | -13.2% | -1.7% | -11.5% | -10.2% |
| 30D | -17.0% | -1.8% | -15.2% | -13.9% |
| 3M | +17.0% | +1.5% | +15.6% | +11.5% |
| 6M | -2.1% | +7.7% | -9.8% | -17.0% |
| YTD | -21.4% | +2.7% | -24.1% | -26.0% |
| 1Y | -11.0% | +6.8% | -17.7% | -21.8% |
| 3Y | +100.9% | +76.9% | +24.1% | -35.8% |
| 5Y | -14.7% | +73.4% | -88.1% | -66.6% |
| All | -14.7% | +71.2% | -85.9% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling