+134.2%
IBM vs SHOP
+8,659.4%
-8,525.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.6% | -4.4% | -1.2% |
| 7D | -5.0% | -5.4% | +0.5% | -4.5% |
| 30D | +11.1% | -10.3% | +21.4% | +12.2% |
| 3M | +5.7% | +1.0% | +4.7% | +5.3% |
| 6M | +10.1% | +41.2% | -31.1% | +5.8% |
| YTD | -15.6% | -7.5% | -8.1% | -16.0% |
| 1Y | -19.5% | -4.6% | -15.0% | -20.2% |
| 3Y | +80.4% | +146.4% | -66.0% | +62.7% |
| 5Y | +140.0% | -2.5% | +142.5% | +124.2% |
| 10Y | +155.0% | +3,703.6% | -3,548.6% | +64.3% |
| All | +134.2% | +8,659.4% | -8,525.2% | +48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling