+3,663.5%
SHOP vs IBN
+389.8%
+3,273.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | -2.5% | +11.1% | -13.6% | -6.9% |
| 30D | -16.7% | +23.9% | -40.6% | -24.2% |
| 3M | -2.2% | +16.3% | -18.5% | -8.5% |
| 6M | +45.6% | +34.2% | +11.3% | +28.2% |
| YTD | -7.3% | +17.6% | -24.8% | -13.6% |
| 1Y | -6.1% | +13.8% | -19.9% | -11.3% |
| 3Y | +143.3% | +57.0% | +86.3% | +99.2% |
| 5Y | +0.2% | +75.3% | -75.2% | -20.2% |
| 10Y | +3,663.5% | +388.7% | +3,274.8% | +2,089.7% |
| All | +3,663.5% | +389.8% | +3,273.6% | +2,089.7% |
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