+8,434.7%
SHOP vs IBN
+244.9%
+8,189.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -5.1% | +1.4% | -6.5% | -5.7% |
| 30D | +0.6% | -0.3% | +0.9% | +0.7% |
| 3M | +25.0% | +17.1% | +7.9% | +17.2% |
| 6M | +11.9% | +3.4% | +8.5% | +10.4% |
| YTD | -9.9% | +2.5% | -12.4% | -10.7% |
| 1Y | 0.0% | -4.2% | +4.1% | +1.3% |
| 3Y | +117.5% | +32.4% | +85.1% | +93.2% |
| 5Y | -6.6% | +59.2% | -65.8% | -21.3% |
| 10Y | +3,320.3% | +345.7% | +2,974.6% | +1,902.3% |
| All | +8,434.7% | +244.9% | +8,189.8% | +5,163.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling