-9.3%
SHOP vs IBN
+56.7%
-66.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.5% | -5.0% | -5.5% |
| 7D | -4.1% | -2.2% | -1.9% | -2.2% |
| 30D | -11.5% | -2.3% | -9.2% | -9.8% |
| 3M | +21.1% | +15.9% | +5.2% | +7.1% |
| 6M | +3.0% | +5.6% | -2.6% | -1.6% |
| YTD | -16.7% | -0.1% | -16.6% | -16.9% |
| 1Y | -8.3% | -6.5% | -1.8% | -4.3% |
| 3Y | +112.8% | +29.3% | +83.5% | +57.6% |
| 5Y | -9.3% | +56.6% | -65.8% | -45.5% |
| All | -9.3% | +56.7% | -66.0% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling