+8,434.7%
SHOP vs IYR
+88.2%
+8,346.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.1% |
| 7D | -5.1% | -1.2% | -3.9% | -3.9% |
| 30D | +0.6% | -2.9% | +3.4% | +3.4% |
| 3M | +25.0% | +0.8% | +24.2% | +23.9% |
| 6M | +11.9% | +1.9% | +10.1% | +9.5% |
| YTD | -9.9% | +9.6% | -19.5% | -17.8% |
| 1Y | 0.0% | +8.1% | -8.1% | -7.8% |
| 3Y | +117.5% | +29.2% | +88.3% | +70.2% |
| 5Y | -6.6% | +4.3% | -10.9% | -9.3% |
| 10Y | +3,320.3% | +64.7% | +3,255.6% | +2,302.5% |
| All | +8,434.7% | +88.2% | +8,346.5% | +4,793.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling