+8,434.7%
SHOP vs IWF
+436.3%
+7,998.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -5.1% | +0.5% | -5.6% | -5.9% |
| 30D | +0.6% | -0.4% | +1.0% | +1.4% |
| 3M | +25.0% | -2.6% | +27.6% | +29.0% |
| 6M | +11.9% | +9.1% | +2.8% | -4.7% |
| YTD | -9.9% | +4.5% | -14.3% | -16.6% |
| 1Y | 0.0% | +10.1% | -10.1% | -14.7% |
| 3Y | +117.5% | +77.6% | +39.9% | -13.0% |
| 5Y | -6.6% | +73.7% | -80.4% | -55.7% |
| 10Y | +3,320.3% | +411.5% | +2,908.8% | +254.6% |
| All | +8,434.7% | +436.3% | +7,998.4% | +754.0% |
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