+8,552.4%
SHOP vs IWF
+399.8%
+8,152.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +2.1% |
| 7D | -1.2% | +2.8% | -4.0% | -5.8% |
| 30D | -14.7% | -7.5% | -7.2% | -3.2% |
| 3M | -7.2% | -8.5% | +1.3% | +7.4% |
| 6M | +54.2% | -7.4% | +61.6% | +72.8% |
| YTD | -8.6% | -2.6% | -6.0% | -5.2% |
| 1Y | +0.5% | -1.8% | +2.4% | +3.0% |
| 3Y | +135.9% | +65.5% | +70.5% | +4.9% |
| 5Y | -11.9% | +55.8% | -67.7% | -50.6% |
| 10Y | +3,608.8% | +384.9% | +3,223.9% | +320.6% |
| All | +8,552.4% | +399.8% | +8,152.6% | +871.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling