+30.4%
IBB vs SHAK
-20.2%
+50.5%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.8% |
| 7D | -0.5% | +4.3% | -4.8% | -1.0% |
| 30D | +4.6% | +9.0% | -4.5% | +3.6% |
| 3M | +6.8% | +1.8% | +5.0% | +6.5% |
| 6M | +23.1% | +17.3% | +5.8% | +20.7% |
| YTD | +26.0% | -7.6% | +33.7% | +26.2% |
| 1Y | +30.4% | -16.9% | +47.3% | +31.1% |
| All | +30.4% | -20.2% | +50.5% | +31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling