+74.7%
IBM vs SHOP
+124.0%
-49.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -0.3% | -5.1% | +4.8% | +0.6% |
| 30D | +0.3% | +0.6% | -0.3% | +0.1% |
| 3M | -21.6% | +25.0% | -46.6% | -25.1% |
| 6M | -4.7% | +11.9% | -16.6% | -7.8% |
| YTD | -19.1% | -9.9% | -9.2% | -19.6% |
| 1Y | -2.5% | 0.0% | -2.5% | -4.6% |
| All | +74.7% | +124.0% | -49.4% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling