+149.9%
IBM vs SHOP
+3,721.6%
-3,571.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.7% | +0.2% |
| 7D | -2.5% | -2.7% | +0.1% | -2.3% |
| 30D | +8.4% | -11.0% | +19.4% | +9.6% |
| 3M | +4.5% | +0.3% | +4.1% | +4.1% |
| 6M | +7.9% | +37.7% | -29.8% | +3.5% |
| YTD | -15.2% | -5.5% | -9.7% | -15.9% |
| 1Y | -17.6% | -0.2% | -17.4% | -18.7% |
| 3Y | +82.1% | +151.9% | -69.8% | +62.4% |
| 5Y | +143.3% | -2.2% | +145.5% | +128.0% |
| 10Y | +149.9% | +3,647.2% | -3,497.2% | +43.7% |
| All | +149.9% | +3,721.6% | -3,571.6% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 SHOP 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