-2.2%
SHOP vs IBN
+70.2%
-72.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.5% | +0.7% |
| 7D | -2.7% | +14.6% | -17.3% | -13.4% |
| 30D | -11.0% | +23.5% | -34.5% | -26.1% |
| 3M | +0.3% | +14.0% | -13.7% | -10.7% |
| 6M | +37.7% | +31.1% | +6.6% | +8.5% |
| YTD | -5.5% | +16.6% | -22.1% | -17.8% |
| 1Y | -0.2% | +14.9% | -15.1% | -12.2% |
| 3Y | +151.9% | +56.9% | +95.0% | +49.5% |
| 5Y | -2.2% | +69.7% | -71.9% | -47.6% |
| All | -2.2% | +70.2% | -72.4% | -47.6% |
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