+96.4%
SHOP vs IBN
+25.8%
+70.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.7% | -3.7% | -4.5% |
| 7D | -10.6% | -5.1% | -5.5% | -7.9% |
| 30D | -18.3% | -3.5% | -14.8% | -16.6% |
| 3M | +14.8% | +11.3% | +3.5% | +8.6% |
| 6M | -5.0% | +4.4% | -9.5% | -7.2% |
| YTD | -21.2% | -1.8% | -19.4% | -20.7% |
| 1Y | -11.6% | -8.0% | -3.6% | -8.9% |
| All | +96.4% | +25.8% | +70.6% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling