+146.4%
SHOP vs IBB
+78.6%
+67.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +2.2% |
| 7D | -5.4% | -1.8% | -3.6% | -3.9% |
| 30D | -10.3% | +5.1% | -15.4% | -13.7% |
| 3M | +1.0% | +10.7% | -9.7% | -7.2% |
| 6M | +41.2% | +22.9% | +18.3% | +18.6% |
| YTD | -7.5% | +26.7% | -34.2% | -25.2% |
| 1Y | -4.6% | +35.1% | -39.7% | -27.4% |
| 3Y | +146.4% | +80.2% | +66.2% | +46.8% |
| All | +146.4% | +78.6% | +67.8% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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