+99.5%
SHOP vs IBKR
+291.8%
-192.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.4% |
| 7D | -11.2% | -1.3% | -9.9% | -10.4% |
| 30D | -14.4% | -0.2% | -14.1% | -14.5% |
| 3M | +16.6% | +3.0% | +13.6% | +13.0% |
| 6M | -0.6% | +33.9% | -34.4% | -18.9% |
| YTD | -20.0% | +42.5% | -62.5% | -37.6% |
| 1Y | -11.2% | +44.9% | -56.1% | -31.5% |
| 3Y | +99.5% | +293.0% | -193.5% | -10.5% |
| All | +99.5% | +291.8% | -192.4% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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