+117.6%
IBB vs SHAK
+87.2%
+30.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | -0.4% |
| 7D | -4.2% | -8.3% | +4.0% | -2.8% |
| 30D | +1.1% | -12.6% | +13.7% | +3.4% |
| 3M | +19.0% | +9.1% | +9.9% | +16.6% |
| 6M | +18.9% | -31.2% | +50.1% | +24.6% |
| YTD | +20.3% | -21.6% | +41.9% | +22.8% |
| 1Y | +41.5% | -38.8% | +80.3% | +50.4% |
| 3Y | +60.3% | +0.6% | +59.7% | +48.9% |
| 5Y | +18.7% | -22.5% | +41.2% | +10.5% |
| All | +117.6% | +87.2% | +30.4% | +53.9% |
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