+86.2%
IBB vs SHAK
+32.2%
+54.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +1.0% | -1.7% |
| 7D | +1.6% | +4.1% | -2.5% | +1.1% |
| 30D | +6.7% | +2.3% | +4.4% | +6.3% |
| 3M | +6.3% | -0.2% | +6.6% | +6.1% |
| 6M | +23.9% | +10.1% | +13.8% | +21.5% |
| YTD | +26.6% | -10.5% | +37.0% | +26.2% |
| 1Y | +29.6% | -22.4% | +52.0% | +31.8% |
| All | +86.2% | +32.2% | +54.0% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling