+131.6%
IBM vs SHOP
+3,040.5%
-2,909.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.6% | +6.4% | -0.4% |
| 7D | +0.3% | -4.1% | +4.4% | +0.7% |
| 30D | -1.5% | -11.5% | +10.0% | -0.2% |
| 3M | -16.8% | +21.1% | -37.8% | -18.8% |
| 6M | -9.0% | +3.0% | -12.0% | -9.9% |
| YTD | -20.1% | -16.7% | -3.4% | -19.3% |
| 1Y | -7.0% | -8.3% | +1.3% | -7.2% |
| 3Y | +72.4% | +112.8% | -40.4% | +56.4% |
| 5Y | +112.0% | -9.3% | +121.2% | +100.3% |
| 10Y | +131.6% | +3,003.4% | -2,871.9% | +33.9% |
| All | +131.6% | +3,040.5% | -2,909.0% | +33.9% |
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