+123.1%
IBB vs SHAK
+97.6%
+25.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.0% |
| 7D | -0.5% | +4.3% | -4.8% | -1.3% |
| 30D | +4.6% | +9.0% | -4.5% | +2.9% |
| 3M | +6.8% | +1.8% | +5.0% | +6.0% |
| 6M | +23.1% | +17.3% | +5.8% | +18.5% |
| YTD | +26.0% | -7.6% | +33.7% | +24.5% |
| 1Y | +30.4% | -16.9% | +47.3% | +31.1% |
| 3Y | +85.4% | +35.1% | +50.4% | +63.1% |
| 5Y | +39.7% | -11.3% | +51.0% | +27.5% |
| All | +123.1% | +97.6% | +25.5% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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