+3,781.0%
SHOP vs IBN
+385.6%
+3,395.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -1.2% | +1.9% | -3.1% | -2.0% |
| 30D | -14.7% | +22.1% | -36.8% | -21.9% |
| 3M | -7.2% | +17.1% | -24.3% | -13.4% |
| 6M | +54.2% | +35.5% | +18.6% | +35.3% |
| YTD | -8.6% | +16.8% | -25.4% | -14.6% |
| 1Y | +0.5% | +12.4% | -11.9% | -4.5% |
| 3Y | +135.9% | +58.0% | +77.9% | +92.8% |
| 5Y | -11.9% | +73.7% | -85.6% | -29.5% |
| All | +3,781.0% | +385.6% | +3,395.4% | +2,167.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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