+147.3%
IBM vs SHOP
+3,581.9%
-3,434.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +1.6% | -1.2% | +2.8% | +1.7% |
| 30D | +9.2% | -14.7% | +23.9% | +11.0% |
| 3M | +4.9% | -7.2% | +12.1% | +5.5% |
| 6M | +16.8% | +54.2% | -37.4% | +10.8% |
| YTD | -14.3% | -8.6% | -5.7% | -14.6% |
| 1Y | -16.7% | +0.5% | -17.2% | -17.8% |
| 3Y | +82.2% | +135.9% | -53.7% | +63.5% |
| 5Y | +149.9% | -11.9% | +161.8% | +137.4% |
| All | +147.3% | +3,581.9% | -3,434.6% | +42.5% |
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