+3,781.0%
SHOP vs IYR
+87.3%
+3,693.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -1.2% | +0.6% | -1.8% | -1.8% |
| 30D | -14.7% | +6.6% | -21.3% | -19.8% |
| 3M | -7.2% | -1.8% | -5.4% | -5.4% |
| 6M | +54.2% | +1.4% | +52.7% | +51.7% |
| YTD | -8.6% | +10.5% | -19.1% | -17.4% |
| 1Y | +0.5% | +10.6% | -10.1% | -9.3% |
| 3Y | +135.9% | +41.8% | +94.1% | +67.1% |
| 5Y | -11.9% | +6.0% | -17.9% | -15.9% |
| All | +3,781.0% | +87.3% | +3,693.7% | +2,666.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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