+8,680.0%
SHOP vs IYR
+90.8%
+8,589.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +2.0% |
| 7D | -2.5% | -1.2% | -1.3% | -1.3% |
| 30D | -16.7% | +6.1% | -22.8% | -21.3% |
| 3M | -2.2% | +0.9% | -3.1% | -2.9% |
| 6M | +45.6% | +1.2% | +44.4% | +43.6% |
| YTD | -7.3% | +11.1% | -18.4% | -16.5% |
| 1Y | -6.1% | +9.0% | -15.1% | -13.8% |
| 3Y | +143.3% | +41.4% | +101.9% | +74.0% |
| 5Y | +0.2% | +6.7% | -6.5% | -4.4% |
| 10Y | +3,663.5% | +87.7% | +3,575.8% | +2,273.8% |
| All | +8,680.0% | +90.8% | +8,589.2% | +4,874.1% |
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